If you are talking about the BMW (Mondial) extended warranty then yes you can take it outside main dealer as long as they use genuine parts and VAT reg and confirm to the service schedule.
whether you want to use main dealer or other it is up to you. I would use my independant purely because he knows what he is talking about and his prices are half what main dealer
Main dealer - in some cases get a apprentice to do the serivicing (not slating apprentices we all got to start somewhere)
Independant - someone who has worked for BMW for x anmount of years and decided to go alone with the expereince gained
I would know who I choose to look after my car