I finally got mine installed a couple of weeks ago.
I ordered them from getbmwparts.com and they came with the weatherstripping included. The weatherstripping has adhesive inside the groove. This will be come obvious if you install it incorrectly and have to remove it to reinstall it.
I also wanted to add that I didn't have to trim the left skirt, but I did have to trim the right skirt. The left one went on fine and I couldn't understand what everyone was talking about having to trim it. Then I put the right skirt on and it was obvious what the problem is. The black clip on the body that the skirt clips into on the front part of the skirt has a little protrusion and keeps the front part of the skirt from being fully pushed in. Since I already had all of the other clips and rivets in place, I took a rough flat file and while my wife held towels over the bodywork, I held the skirt out and just filed away the inner front portion of the skirt. It then popped in with no problem. I wasn't about to go back to the left side and see what the difference was.