Two years ago I replaced all of my fluids after massive amounts of research and I couldn't be happier. Granted my car is a 2004, bavauto states the same part numbers for yours.
Transmission fluid - BMW Genuine Transfer Case Fluid - Part number 83 22 0 397 244
Differentials - Red Line 75W90, the 75W140 is not for LSD so don't get confused. You'll need 1.06 for each diff so get 3.