All depends on budget............ as there's a lot of gear available........... and a lot of crap as well. I've always been of the opinion that BMW owners should be using replacement gear that's on par with their cars. There's a ton of gear out there that sounds like crap........ or sounds ok when installed but after a few weeks of playing, completely fall apart. You get what you pay for.
A set I've used with great results is the DLS UP series from Sweden, but it's not a dirty cheap set like you'd find in a big box store. Other sets that are nice, but you have to have the room for the motor structure are the Morels........ and maybe the Dynaudios or Macrom.
Current : 2013 Mini Countryman JCW
Past: '88 E30 M3, '69 BMW 2002 Ti, 2000 328i, Audi A6 TT, BMW X5 3.0i , Audi A4 1.8T