Well, I have a 2011 328xi Wagon. I bought it in Germany so it has experienced the Autobahn, and now is in Texas enjoying roads at 70+mph. The car hugs the road like there is no tomorrow (17-inch run flats all-season).
I get a combined 20.8 mpg with mostly highway driving. It does not do well in the city. I'd say about 17mpg. I'm currently looking at the X1 because I want a turbo engine, the the upgraded 8-speed transmission.
The car has room, with rear seats that fold flat. It oozes quality all-around. My wife has the Q5 and even she says that the BMW is built solid.
For mileage sake, I'd probably go with a diesel.