Join the BMW Car Club of America. It's $40 a year, gets you a $500 discount on any new/certified BMW purchase (alas, after one year of membership), and comes with a subscription to The Roundel, their superb magazine that is every bit as good as Road & Track, Car and Driver, Automobile, and so on. The magazine has excellent articles about new BMW's and the care and feeding of BMW's. There is an excellent technical support column. They tell it like it is about BMW's and that means you hear about the good, the bad, and the really stupid things BMW does. Once you are out of warranty, you really do need a support group if you are going to own a BMW and BMWCCA is a great one.
I always wanted a BMW and bought an E46 330i zhp a few years ago. It is a good sports sedan and I still own it/like it, but it is not the sports sedan nirvana I thought it would be.
I also own a 1992 Lexus LS400 that we have had for almost 14 years. While not a sports sedan like the zhp and it gets much worse mileage, to boot, it is, overall, a significantly better car than the BMW. I never regret getting the LS. I occasionally regret getting the 330i instead of an STI or EVO, for the same money.
All that is by way of saying BMW hype can overwhelm BMW ownership reality.
GRL