This might be some new additions for 2009, but the Individual colours for the X5 are:

Exteriour: Aventurin Silver, Azruite Black, Pearl Silver, Ruby Black

Interiour: Champagne, Cirollo Brown, "Schiefer" Olive colour, and "Syrah" dark blue. The latter two have white contrasting switching.

As others have mentioned, you can also get a leather-covered dash, and the Individual steering wheel (leather or wood inserts), You can play with the BMW.de configurator to see all the stuff.