Martin, it would help to know where your located in order to refer you to the best parts places.
If you are Stateside, then the places Ivan listed are all good. However Turner Motorsports and Bimmerzone are more performance oriented parts. I personally use Bimmer Specialist for all my OEM parts. They have excellent pricing and top notch customer service and excellent shipping. I have ordered around $1,000 in parts from them with not a single problem. Please note their were two different manufacturers for OEM brake pads and rotors, and both are pretty much the exact same in quality so dont worry. Also the OEM suspension is made by Sachs. New shocks can be had for quite inexpensively. BMW parts and BMW OEM auto parts online