You have gotten some good advice from the bimmerfest forum folks.
Once you get the rest of the info about what wiggle room you may have with the dealer and once you take delivery, you will be very pleased with your purchase.
I have tried to compare what we just paid for our 2010 Alpine white/black interior X35 diesel. It's very apples and oranges given all the various package combinations, trade-in values, eco-credits and state tax/fees etc.
But the bottom line is that we are very happy to have a safe, economical vehicle to enjoy.
I hope it turns out that way for you as well. We are already seeing 26-29 mpg and reaping the benefits of lower fuel costs.