I had the same problem with mine. But then it worked one day. If I turn on my driving lights, the cig lighter works. Turn off driving lights, and cig lighter does not work. This car seems to always amaze me. Someday I will take the time to see what gives. Its like number 25 on my things to fix on the 335i list.
2007 335I 6MT, Currently own: 1965 Backdraft Cobra Replica, 2006 Ford Harley F150, 2009 Scion XB and 2004 Malibu VLX