BMW oil is 5w30. Other brands you want to look for the BMW-LL01 approval. Not all 5w30 is the same viscosity.
But if you're changing every 5000mi or so, you probably wont have any problems with any good synthetic.
AW/Terra | ZSP | ZPP | ZCW | iDrive | CA
Mods: BC BR coilovers | Blacklines | M-tech rear | dual exhaust | M3 steering wheel | BMW SSK | ZHP shift knob | High-kick CF spoiler | NBT Retrofit
M3 front control arms | M3 rear guide rods | Manzo rear toe and camber links | Monroe rear shock mounts | Varrstoen ES1 19x9.5+20 Front, 19x11+25 rear