Ok, sorry. I was referring to the computer on your car. Depending on the year (not realy sure when the cut off was, but I think it's post '95 was OBD II) you can either get a re-programmer (just plug it in and go) or, if it's OBD I, you have to pull and send your chip to get programmed.
As far as who is better, I don't know. Jim Conforti, BavAuto, and Dinan all have programmers (I'm sticking with OBD II here) that should do the same thing. There are only so many ways that the existing program for you car can be tweaked, so I'm not sure if one actually is better than the other.
The good thing about the re-programmers is that it stores your default Bimmer config in case you ever need to re-apply it. If you do get a reprogrammer I would suggest you run it after every mod (i.e. if you get a CAI after re-programming it won't take advantage of the increased air volume, so reprogramming would allow it to do so).