Hey - I placed the order for my 2004 325 ci converitble with my dealer on September 10. It arrived at the dealership on November 13, I took delivery on November 15. There was some sort of holdup toward the tail end which dealer described as unusual, delayed delivery by about a week. The BMW website is ok for keeping you informed generally on delivery status - not much detail, though, and it can be off by 4 or 5 days as to exactly which phase your car is in.
I know how you feel, seems like it took forever to arrive. Made worse for me because when I ordered the car I had not actually seen one. I placed the order with fingers crossed and hoping that I would like it - not much risk there, i figured, it is after all a BMW. And man was I right - absolutely gorgeous and drives like a dream.
Anyway, the time flies and you'll look back on the wait as having been kinda fun. I do.