Problem with the brakes
 

My x developed a new problem. New front rotors installed by the dealer, take it out on the road and it vibrates while braking only. After a week I bring it back and the dealer replaces the rotors again and tells me that the right side rotor got eaten up much more than the left one after only one week. They replace the rotors again and the problem with shaking and warping the right side exists. Any ideas?

Check the calipers.

I told them that but they insist on something else being the issue

The caliper is most likely, but it could also be the ABS controller. This assumes that the pad on one side is still wearing faster than the other side.

I agree as well that the caliper is the most likely suspect. It isn't hard to check whether the problem is the caliper or retained hydraulic pressure, only takes a minute on the rack in the shop.

had the same issue. Caliper was the problem. you would check with another dealer

The dealer claims that I need BMW approved tires. Why would it matter? If the tires were an issue then both sides of the rotors would be the same.

The tires don't affect the rotor wear, but can affect the vibration if they are heavier than stock. Suggest you push back on the tire issue, and tell them that those are the same tires that didn't vibrate before they did the brake job (if in fact they are the same tires).

I have a similar issue at 100-120km, steering shakes but no braking is performed. I have the wheels balanced, alignment is good. On the highway I left the X to track straight and it start to veer to the right, I read that a stuck caliper could cause that?

I recently had a customer come in for shaking on the highway, said he just had it rebalanced 3 times and it still shakes... I put the wheels on our good balancer and they were WAY out. Just using this as an example as balancing them on the proper equipment made it ride smooth as glass. Also, what are the alignment specs? If you have a printout from the last alignment you could scan it and post it up.

If you want to check the calipers, just jack up the front and see if both wheels turn with the same resistance. If one is noticeably harder to turn than the other it could be a caliper and could use another couple tests to confirm.