Change your fluid
After having transmisson issues with two previous high mileage cars (735 and 550) and reading all the info I could find, I decided to service my 2005 330ci with 43,000 miles (GM tranny). I was influenced to do it at this low mileage by Mike Miller's maintenance guide, who advised caution as to the wisdom of doing this service on cars with higher miles. I ordered filter/gasket and purchased Valvoline Dexron full synthetic (any high quality full synthetic ATF is good). I had a reputable transmission shop do the service. They replaced the fuel filter and serviced the rear diff (redline gear oil) at the same time. The transmission took 7+ quarts. Although the transmission seemed to be shifting fine prior to servicing, I immediately noticed smoother, quicker, seamless shifts after the service. It was very suprising, but satisfying, to be able to feel a seat-of-the-pants driveability benefit to this preventative maintenance service.