A lot depends on needs and budget. I went with the HPA SA Koni coilovers a few weeks back with swift springs. Other than not being able to lower the car quite as much as I thought (went down about 1-1.25in), i'm pretty happy overall. The improvement in aesthetics but more importantly the handling, has been huge over stock. I could have gone a little cheaper with KWv1's (run around 1250-1300 ish) or went with slightly higher end (AST's run around 2000-2100) but made this choice. They run in the $1500 range. If you're interested at all, hit up Harold at HP Autowerks, guy is awesome.
09 BSM E92 335xi||Black Dakota||Dark Glacier Aluminum Trim
313 Perf. Wheels||LUX H8's