Got the Pioneer for a little under a grand. These are still pretty new and hard to get a good discount on right now, but Pioneer stuff gets cheaper over time.
You need a wire harness, antenna adapter, dash kit, new amplifier (mandatory for all but basic systems, the hifi amps are digital and can't work with aftermarket HUs) and a lot of time and patience.
Here is my full research and buildout thread, sorry its on another forum, they have a bit more active A/V area. The "finished" post is near the top of page 2 and has these pics and a bunch more info on how I actually did it.
http://forums.bimmerforums.com/forum...d.php?t=896817