I bought my 335i from a non-BMW dealer. He specialized in high-end used vehicles such as MB, Audi, Lexus, etc. so he knows these cars. Anyway, I purchased a third party warranty and when I took it to a BMW Dealer for service they treated me like royalty. I can't imagine they would have treated their other customers any better. This is only one example however so I think it depends on the particular dealer.
94 318i, 97 528i, 07 335i