E36 ac systems occassionally make a wheezing sound from the expansion valve. Replacing it may help some, but I can't guarantee that the noise will go away for good. This usually occurs while cruising down the road.
When you shut a car off, the refrigerant inside the ac system will start to equalize, going from high pressure to low pressure, and you'll hear it at times. Nothing to worry about.
Also, late model BMW's use stepper motors to move the flaps, or simply a cable that is attatched to cams and arms.
The motors return to a rest position when you turn the car off, and you'll hear that as well.