Depends what i'm replacing. For brakes/steering & suspension stuff: Brembo & Lemforder/OE. For engine stuff I will now stick with BMW gaskets/parts. For sensors and whatnot, I will try Blunttech first and see what brands he has before I go to Pelican. Blunt has better prices and service. For oil, it's Castrol GTX 10w-30(winter) and 15w/40(summer) with Mahle filters. I considered switching to Synthetic but it's too expensive here in Germany for me.
For the most part, I will go to the dealer for little stuff. The parts stores by me, even the good ones, are useless & expensive. I would rather get raped by BMW, they use lube. I usually get 10% off, 15% if I order alot.