Dave,
Also look in the back of Roundel Mag (BMW CCA) for dealers that do ~25-27% off list for mail order parts.
www.bavauto.com will also try and beat prices. Also parts departments from Pacific BMW and Circle BMW are very helpful.
The best is to order the BMW TIS and ETK CDs. These are the Electronic Tech/Repair and Parts Manuals.
I have both (somewhat out of date - I bought them for my '99 540/6) as well as the BMW Diagnostic Information System / Mobile Diagnostic Computer DIS/MoDiC software that is used by the dealers techs for troubleshooting repair and electronic fault code reading/clearing.
Steve