The circuit that controls the windows/sunroof had become slow to initialize after starting my e36. Eventually, it died altogether. Many have faced this problem and I just wanted to take the time to post a solution that worked for me.
Replacing the blue relay (underneath the driver's side dash directly beneath steering column), also known as the "comfort relay", fixed the problem. Anybody with a phillips screwdriver and about $35 (at the dealership parts dept.) can pull this off and save some $$.
Eric