Could be an axle on it's way out. Lift the car up and see what is loose, physically manhandle the wheel and see if it jiggles.

theres a lot of play. how can i check if its inner or outer.

whats the diff b/t these 2.
BMW 2000 X-5 X5 COMPLETE FRONT RIGHT CV JOINT AXLE:eBay Motors (item 130337832009 end time Jan-14-10 13:40:04 PST)

BMW X5 3.0 4.4 4.6 4.8 D/S AXLE CV SHAFT Driveshaft NEW:eBay Motors (item 370307163942 end time Dec-25-09 06:38:12 PST)

which do i get and can i be ok with these?

Man, I feel for you. I am also chasing after a vibration issue and am hoping mine is the tension strut/control arm bushings...

Anyhow, back to your issue: maybe having someone move the wheel left/right/up/down while you are under the car (make sure it is securely lifted!!!) can help you see which part is giving way? Perhaps a ball joint?

i have tried all. it does seem like its the axle. but i need some pointers on how to confirm.

Have you been torqueing to spec w/ the weight on the wheels like Weasel suggested? You've never replied once to how you went about installing the parts you've done.

I've replaced what felt like perfectly good suspension pieces when I pulled on them in my hand, but the weight of the vehicle on the ground will obviously pull way more than I ever could. This is a common problem I've read about for years on the 7 forums where people replace an item just to have it fail again almost immediately, then blame the part supplier instead of their lack of proper installation techniques.

yes torqued it :) sorry i didnt see his reply. was to busy kicking the x5 at the time.

do u think it could be my suspension?

The different suspension links are what holds the wheel to the vehicle... if there is play it is somewhere in there. As suggested above the best way would be to have the vehicle securely held up on jack stands with the e-brake set and have someone man-handle/shake the wheel hard in every direction (one direction back and forth at a time naturally) while you look under there and see where the play is.

Also, you said you replaced the control arm and bushing... was that the lower control arm that goes straight in from the wheel, or the thrust arm that goes towards the front at an angle?

Ive replaced the th arm bushing, and the lower control arm. nothing worked.

Hate to say it, but it sounds like it might be time to take it into the stealership for them to look at. At least then they may not charge you for every part if they're also having trouble locating the source of the problem.