I went to the states to get gaskets and shim kit so I can do my valve adjustment. On the gaskets alone I end up saving over $100. That is with a good discount from the local dealership applied. Not even going to mention cost savings on shim kit!
I use
www.getbmwparts.com. Talk to Jason most of the time. It is a BMW dealership in the states. Ship it to a UPS store at lewiston and go pick it up. Even if you pay duty and cost of trip saves you money.
I have used
www.autopartsway.ca and
www.bimmerspecialist.ca for some OEM parts in the past. They ship via Canada so you don't pay duty. They are also usually cheaper than local as well.