Have a look at the fist post form M. Magot - lots of good info there. There should also be a link to tell if BMW Canada honours a US warranty, or if they arbitrarily try to block imports.
There was a broker who posted here frequently, but that was a couple of years back. Unsure if he's still around, however the process is something you can absolutely do yourself - if you have the time.
While the CAD has improved a lot lately, I think the most important question on imports (like your BMW and others) is around the 6.1% duty on non-NAFTA vehicles, such as European brands. Canada signed an agreement with the EU a few years ago (3 years now?) and a key item from it was the gradual abolishment of that duty.
Does anyone know if that duty has been killed yet?
The timing of that could save you thousands more.