Seat memory is an option, on my older 528i, you can't do it from the fob, but only from the buttons on the door. On my 2002 330xi, the fob can and does memorize the seat and cab temperature, you don't have to do anything - we have three fobs in our family for each driver (an additional fob was ordered) so each driver is assigned their own "personal" fob.
Flashing lights in my 330i had to be done on the computer at the BMW service department, which I requested when I picked my new car up a couple of days ago. I didn't know that the "sound alarm" wasn't standard in the three's, and the 2002 330xi didn't come with a sound alarm, so I could only get the lights to flash when I locked the cars, no sound was available. My wife doesn't like a car to chirp when the doors are locked, I prefer a car to chirp when the doors are locked as I don't have to look at it as I walk away while locking the car, but I couldn't turn that "option" on as the alarm wasn't installed.