The only bad thing that I have to admit to when talking about my new (June) 2005 X5 3.0i is that the sound was better in my 2004 Buick Rainier. The Rainier had DSP (came standard!) and I went without it for the BMW. If you are a mucisian, have an ear for music or just love music DO NOT PASS ON THE DSP!...especially if you had it or have it in another car you own; you WILL hear the difference.
The fellow that sold me the car confused me. I went with the "Premium Package" with my car and mistakenly thought that meant I got the "Premium Sound System" (DSP) too. My fault entirely for not looking closely. After I noticed that I wouldn't get the DSP with the Premium Package, but prior to when my car came in, I expressed my concern to the sales guy and he said that "the BMW came with a Harmon Kardon system that is superior to anything on the market". He assured me that a standard BMW sound system would be superior to anything in a Buick. Like a fool I went with that instead of insisting that he change my order.
Again, I admit that it's my fault, but if BMW wants people out there saying things like "Buicks have a better sound systems than BMWs", they should keep offering DSP as an option instead of standard. The Premium Sound for the BMW was like $1200, which, let's face it, should not be a lot if you're buying a BMW.
The major difference is in the bass. You can turn the bass up a bit on the standard system, but that doesn't make up for the lost quality in the equalization and the two missing woofers that would have come with DSP. Oh well. My bad.
I've investigated aftermarket, but I was told by BMW that any outside work on the car would void my warrantee. Plus they said that owners frequently experience a "hum" in the system with aftermarket work.