The BMW support system is simply a Thule AERO cross bar kit, with fancy X3 specific base. What's funny is, its a fraction of the cost of a Thule branded kit. Any thule/yakima box will work fine. I hear the Thule boxes have better "claws" to grip the base support.
I purchased the Thule Ranger bag, its got a solid base like a box, but the enclosure is a bag @ 11 cu ft. We are so happy with it, we plan on upgrading to a 16 cu ft Thule box later for future road trips.