I think no matter what the year YOU can easily add the Aux input to your car. Aux-in was standard on 07+ cars, but that unit can be hard to find. The ashtray unit is the best looking one to me as it is completely concealed when desired. Add me to the list of people who say don't be afraid to add it. It will in no way damage your radio.
If you want a cheaper more versatile route, this MINI aux-in is supposed to work as well:
http://www.ecstuning.com/ES194874/?g...TacaAmt88P8HAQ You can run it to the sloping panel below the hvac controls which BMW uses on the 07+ cars.