I use Vinylex or Mequiars equivalent for the dash.
For the leather, I use the Spinneybeck kit from LeatherZ. LeatherZ are experts on BMW leather, so I follow their advice.
You can clean the headlight covers with soap and water. A clear bra type laminate will keep them looking good for longer. Otherwise, you will need to do one of the headlight restoring systems.
Mequiars now has a plastic headlight protectant. Apply with a clean cloth to reduce hazing.
'95 Alpine M3 LTW
'00 Dakar M Roadster
'02 Topaz M3
Red/White SRF #4 (Chassis 561)