You guys rock! Thanks for all of your info. I replaced the Final Stage Resistor in about 15 minutes on my X5 and everything (AC / Heater) works like new. The tip about using needle nose pliers to squeeze the tabs and wiggle the electrical connector out worked great. I never knew that there was even a 12 volt/cigarette plug under the dash until now.
I've now replaced the FSR and two window regulators thanks to your tips/advice. Sure beats paying big bucks at the BMW stealerships.