Check the wheels to see if they are buckled. Apparently BMW mag wheels (European Alloy) is softer than most.
Drive the car at a constant speed 80 - 100 kmh and see if you get a vibration through the steering or seat. If the vibe is thru the seat your rear wheels could be buckled, if thru the steering wheel then the front wheels could be buckled.
Other than the vanos and clutch and wheels, check for slack steering or free play. (Should be non existent). This will also show up when driving at high speed as well, (the car will tend to want to move around and not be too stable).
Check all electronic gadgets (especially the sport button and DSC) and the DSP. Sometimes it wont work after turning it (DSP) off and turning the car off, then turning it back on.
Check back speakers with high bass as the screws tend to loosen off.
Otherwise take it for a long drive and for a good period of time and check it out and more importantly enjoy it.
Good luck.