Regularly!
Hard to give an exact mileage. I don't know BMWs timeframe on these parts, but from what I've read it seems to be VERY infrequently (because they foot the bill). That's really not the best way to get the most power and long life from the Beast.
Bosch's website for the O2s has conflicting information. Sometimes it says 100k miles...in other places it says at major tune-ups (40k miles?).
I think BMW says 60k for the spark plugs. I'd say that's pushing it. My VW R32 service schedule says 40k on its platinum plugs for example. Sounds more reasonable.
MAFs I think on this board I've seen every 50k or so. At least clean them every 10k and see how they work, but if you have the $ by all means replace 'em every 50k!