I also wanted to buy the car from a European dealer (in my case French) and export it to the US. I got a very clear answer from BMW France: buy your car in the US, we won't help you. Doing it without any help from BMW seems to be quite complicated. I'm not sure whether it's worth the pain. It may affect the resale value of the car. And it is getting easier and easier to get the car in the US with reasonable waiting and pricing.