You've got the right idea, start with the cheap stuff, it is usually something simple. You've already checked some of these but this list should be pretty comprehensive. Appologies for any repitition.
Check here:
BMWE34.net
and
Rough Idle
Haynes manual also suggests:
Vacuum leakage
Air filter clogged
Fuel pump not delivering enough fuel
Leaking head gasket
Timing belt/chain and or sprokets worn
Camshaft lobes worn
Faulty charcoal canister (Part of EVAP system, Usually only fitted to cars with Cats)
Could be fuel injection system:
Idle air stabiliser valve faulty
No power to idle air stabiliser valve (Check relay and wiring)
Vacuum advance system faulty (check system and electronic V.A. relay
Idle speed control unit faulty (Dealer check)
Be lucky!
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Hartge 535i Sport - 230,000 miles and going strong
ghead This problem occurs hot or cold. When accelerating or decelerating the car runs fine. However when travelling at a constant speed the car seems to baulk as though it was in too high a gear for the speed. If the throttle is pressed slightly (or released) then the car runs fine as long as the throttle is constantly moved. The tickover is fine. The car is manual, does not have a cat and there are no visible fuel or air leaks. It has been suggested that it could be the fuel regulator valve or airflow meter. Is there anyway of checking them as they are expensive to replace. Any suggestions? 
Many thanks.
Linear Mode
