I just purchased my 2006 325i with 48,600 miles. It was still under warranty so I did some research and went with Bill Jacobson, they are 40 minutes away but worth the trip (side note: I live by 2 other BMW dealerships). I am glad that I did. I dropped off my car for service (warranty expires March 27, 2010) and spoke with Erik, my SA. I was already prepared with a list and he typed each one in the computer and he added wiper blade inserts too. He then gave me a 2010 328i convertible with 3,500 miles as a loaner (too bad its cold here). I told him to take his time fixing my car.
One of my problems was that their is a power steering/auto transmission whine. I researched the boards and everyone says that it is normal, but I wanted BMW to address it. He called me the next day to inform me that I needed a new power steering pump. The next day it was fixed. Very smooth experience, great SA, great Dealer. Overall they changed oil/filter, fixed my cup-holder (it was jammed inside), new wiper inserts, new power steering pump (Part alone is over $500) all at no charge. Note, I still have the whine, but its normal.