It never hurts to change the fuel filter. Anytime I've changed one on any car I've always noticed a difference. Given, they were usually pretty bad since a lot of people don't even realize they exist. It's usually the cheapest place to start diagnosing problems, too.
BMWs are slow before you do much massaging. I know they're not supposed to be drag cars, but I jokingly drag raced a friend of mine at work today in my '92 325is vs. his '90 Geo Prizm automatic. I took off in first at low RPM like I would in traffic, but in first and second gears we were neck to neck. I totally pulled away once third gear got up to around 3000, but up until then we were right next to each other laughing our asses off (mostly him). I was wondering if I should ever mention what happened, but it was too funny not to tell somebody.
1988 325iX Alpine White
1992 325is Dark Metallic Blue (?)
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