Your Alpine will come with a harness. You will also need to buy an aftermarket harness for your BMW (Metra part no. 70-8590). Both of these harnesses have bare wire on one end and a plug on the other. merely connect the bare wire ends, and you are left with a harness with plugs on each end. One goes to your car, the other to your new radio. Simple. This shouldn't cause any trouble to your existing system. You will also need an antenna adaptor for your new deck (Metra Part no. 40-NI10).
You don't need to run a seperate wire to the batttery. Alpine's V-drive internal amps are good, but that's a little overkill in my book. They also don't have enough juice or proper crossover to run a sub now or later.
The CDA-9831 by Alpine is a decent deck. But I thought the illumination was blue/green. And I wasn't aware that any of it could be switched permenently to amber.