I put Bilsteins on my Suburban (putting on flame retardant suit, LOL) and it made a huge difference in handling compared to any other shocks I ever had on it. Certainly stiffer, but that is what I wanted. It was worth the extra $$ to me.
I don't have experience with BMWs and Bilstein, but, I put Konis on the 325i, that was worth every single dollar and cent, and then some!!