One thing I found is that if you have a later model year (mine's a '98), some of the descriptions/pictures are not up to date. For example, I replaced the 4" HK speakers in the door, and the manual talked about (and showed pictures of) these metal brackets that needed to be unscrewed and removed, and how the battery had to be unplugged, the airbags disconnected, and the windows reset. But on the '98, the speakers do not have this bracket -- all you have to do is pop the door panel part way off, reach in and unscrew this plastic cowel and the speaker comes right out.
Usually the parts guys at your local BMW dealer can be quite helpful with this. Also, the folks you buy the new parts from can help as well -- the guys at Bavarian Auto have helped me with some aftermarket advice, though admittedly I haven't done too much. Yet.
Just something to be aware of. Otherwise, I think it can be a helpful tool.