The only difference with price is manufacturers. The filters available for you your car, regardless of brand are the same size and produced to BMW spec so no one filter make is going to allow/restrict flow significantly more/less so than the other. You should pay no more than US$20. Go with Bosch.
I just changed the filter yesterday, follow the directions on Bruno's site. Just remember to install the new filter with the arrow in the correct direction. It's not difficult at all.
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No BMW at this time, eyeing a 91 318iS. 00 Saab 9-5, 89 Bronco XLT, 05 Kawi Z1k, 00 Ducati 748S Bip