You guys are a gold mine. I've had my 335d for a month or 2 and had the SES light come on twice in that period. Each time the warning indicator went off before I was able to make an appointment, so I assume it was not a serious issue.
If it makes any of you feel any better, our last commuter car was a turbo volkswagen. If the check engine light wasn't on, I felt the need to check RPMs to make sure it was still alive. That thing drove me nuts for years with fussy indicators, but always ran like a top. I'll report back when I've had the next dealership service.