I for one will never go to a dealership unless it's free warranty work. Average dealerships charge $135/hr with crappy work. If you find the right independent place, they'll charge half that per hour, bet a billion times more friendly, and do better work.
From what I've found.. all the independent places I've been to all have master technicians. One at one BMW only shop, the owner used to be the head technician at the dealership but left to start his own business. And it's always packed at his place.. starting to see e46's there now as e46 warranties are just ending. BUt always tons of e36's, e30's, e34s.. etc.. etc.. i always see at least one modded car there as well..
finally.. you probably know this already, but make sure to find a BMW only shop if you can.. if not, at least european only.. i took my e36 to a european only shop for a long time.. lots of ferarris, mercs, and bmws there.. and the occasioanl rolls royce and bentley..
The best thing to do is go to your local BMWCCA chapter website and see if they have a recommended shop... if not, email them or something..