Speaking of E-torx...make sure to get a few of the common sizes in 1/4" drive, like E-6/8/10/12. In some situations, you need the low profile offered by the 1/4" drive for E10/12 (that typically come in 3/8" drive in sets). I'd also suggest getting a 1/4" drive E-10 U-joint socket.
For T-20/25 internal torx, I'd suggest getting long 1/4" hex shank bits to use with your cordless impact/driver. If they have holding capabilities, even better (Wera's hold-function bits are great), or magnetized tips.
For in-hex, make sure to get a super stubby 7mm in a 3/8" drive, and don't forget a 9mm (doesn't have to stubby like the 7mm though). The VIM 3/8" drive stubby set is good. IIRC, it starts from a 6mm (perfect for set screws on rotors) and goes up to 19mm (it doesn't have a 9mm though).
For XZN/triple square, a M12 size in a long/short length is needed for wheel bearing R&R.
For specialty out-hex sockets, concentrate on these sizes: 10/11/13/16/17/18mm sockets.
Strongly consider getting a few Ko-ken Nut Grip sockets like 8/10/11/13 in 1/4" drive shallow; a 10/11 in deep will be helpful too (like R&R of intake manifolds)
Get a flex shaft spinner in 1/4" drive from Ko-ken. I find it useful for reaching hard-to-access hose clamps with 5.5/6/7mm sizes.
Don't forget to have a 9/11mm combination and offset wrench for brake bleeding.
Get a 1/4 SAE wrench, both combination, but more importantly, in a deep offset. You can use it on E8 (I think) sized bolts that are used on the timing chain covers.
For R&R of under-body panels, get yourself some long 1/4" hex shank 8mm nutrunners (you may find having a built-in magnet to be useful, or you can go with a Ko-ken Nut Grip). Also for your cordless impact/driver, I'd suggest a long flex-shaft so that you can use your 8mm nutrunner or any 1/4" drive hex bit on the end of it.
If you do alignments, a XL pattern ratcheting wrench in 16/18/21mm will be handy.
a good bit driver is essential.
hook/pick set in long and short sizes
a hefty, soft-face deadblow mallet for removing wheels stuck onto the hub
trim clip removal tools, both short and long is very handy, not just for it's intended purpose either.
I realize now that these aren't BMW specific tools...nonetheless, they are all needed to make your job go easier.