I'm a big fan of NGK brand plugs, but I seriously doubt there is anything to be gained by switching to any "rare earth" materials; I would stick with their recomendation for the standard 4-electrode and be done with it. The choice is yours.
I try not to pull the plugs out of a stinking hot aluminum head unless I have to (for diagnostic purposes) better to let it cool down, stone cold would be my preference here.
BMW doesn't recommend using any type of anti-seize on the threads, but I've put too many dissimilar metals together in my time to pay heed to that! My thread lubricant of choice has always been Kopr-Shield (by Thomas & Betts, can always find it in any electrical supply houses) and I use it sparingly; just the thinnest smear on all but the bottom two threads.
ALWAYS thread the plugs in by hand, but I suspect you already knew that, as you sure don't want to be faced with the prospect of a cross-threaded one.
Beyond that, sounds like you've got yourself a nice car, and know what to do with it, congratulations! BTW, my wife drove a 535xi for a few years, and that car's capabilities always amazed me; many's the time I was *just driving it* through a series of freeway esses and upon looking down at the speedometer again, discoved I was exiting the turns at over 95 MPH, and having no feeling of going that fast, nor intending to!
1957 Austin-Healey 100/6 Wine Red
1961 McCulloch R1 go-kart Screaming Yellow
1995///M3 Coupe Dakar Yellow Eurosport Twinscrew S/C
1999///M Rdstr Cosmos Black Eurosport Twinscrew S/C
1999///M Coupe Estoril Blue Eurosport Twinscrew S/C
2001///M Rdstr Steel Gray
2011 X5 35i Sport Deep Sea Blue/Cinnamon