If money I didn't have to consider sticking to a budget at the time of purchase, the V8 options. Real world options would be in the following order 1) Active Steering (my wife hate's how heavy it currently is) and 2) comfort\active seats. One option not available at the time of purchase was the auto close\open tailgate. Really hate not having it.

Heated seats

Comfort access, I really regret not getting this......

comfort access. HUD.

Have a 3.0si that was a 2008 leftover so not any room for choices. The one I wished this car had is running boards. Not such a big deal in the summer, but with lots of snow and grit on the car, I find it hard to get in or out of the car in business attire without picking up some dirt on the pants. Otherwise the car is great. Would not have paid for satellite radio, heated steering wheel or nav system. Now my wife says these are minimum requirements for any cars going forward!!!! ..and we have only had it for 5 months....

Actually I feel that the the running boards are useless (other than potentially saving from door dings) and they infact dirty my trousers more than if didn't have them. Bad design on BMWs part, should have made them at a lower level than the door sill, I thought the purpose of these things was to provide a step to make it easier getting into the higher riding vehicle. They should be retractable so that you can extend them only if needed.

I would like to add though that my wife loves them :dunno:

The only thing I could go for was either the 3.0 twin turbo diesel, or the 4.8 V8, but couldn't justify the price for those options ;)

Active Steering. Totally forgot about this option cuz I was thinking that it's the same as adaptive headlight. Also, would love to have premium sound system. Sport Package with 20" would also be nice. But my X5 is so close to Sport Package anyway (except suspensions and sport seats)

Comfort Access for sure!
Comfort seat would've been nice too, sport seats are not as comfy.
(Comfort pkg)

Rear entertainment (DVD player)
The good thing is, if you're not using it, it folds down hidden.

Rear pull up shades.

You know what! Just get all options, that way you want have to waste you time and effort on the regrets. :-)

how about we start a thread on "this option I wish I didn't get!" :) have a feeling it might get a good number of posts as well.

i also wish i would bought the upgraded sound system!!! base system stinks!!