BMW are 17mm, I use a normal socket (not deep) and wrap a layer of duct tape on the outside to avoid scratching the wheel recesses.
As to where I bought it, it was a seller on eBay but I can't remember who. I'll bet you can find them from any tool seller. The one Will posted is perfectly good though.
Current: 2014 F31 320d M-Sport, Professional Media, Visibility Pack, Reversing Camera, DAB
Previous: 2013 F10 520d M-Sport, 2011 F10 520d M-Sport, 2008 320i M-Sport Coupe, 2002 325i, 2001 318i valvetronic, 1998 318i, 1996 525i, 1990 Porsche 944S2