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BMW European Delivery
Many people on both the 3 Series and 5 Series forums have taken advantage of the BMW European Delivery Program. This program will generally save you enough money on the cost of a new BMW so that you can pick it up in Europe, drive it a while there on a vacation, and bring it home and still come out ahead in the deal.
I personally have not taken ED yet, but my next BMW, unless it is a Z3 or Z4 or X5, will probably be picked up in Germany.
Hopefully, people will share their ED experiences here and allow those of us who have not had the opportunity, to learn about it, envy it, and hopefully do it someday.