Henry is correct. The harnesses are different and changing them would be a PINTA! If you could get a unit from an E32/E34 you would probably get one of the high end Alpine units which sound just glorious with the right speakers. But as Henry says, beware the E36 units, especially the earlier ones. Also the cheaper Eurovox units didn't sound too good at the best of times. As a rule of thumb, always get the best unit they made. One way to do this is to get an older BMW accessories manual. Can be found on ebay.
Geoff
Sydney, Australia
'94 525iA