I drive a 525i '04 (M54B25 Engine). Touch wood but never had any issues.

An 06' comes with N52 Engine which I heard has a lot of engine oil leak problems. (N52 users please don't stone me and do correct me. This is just what I have been hearing from quite a lot of owners) Other than that, everything else is fine so long as you properly inspect the car before purchase.

A good place to go is German Motors, Sec 13, PJ. A proper diagnostics test will cost you around RM250.

All the best and enjoy your hunt