BK, you said "The 330i is EPA rated 20 city / 30 highway. "
Those numbers are the original EPA estimates (which are in line with what I get with my car), however, they revised the methodology and the numbers, so that the 2006 330i is now rated 18/28. Not that different, just thought you might be interested. More numbers can be found here:
http://www.fueleconomy.gov