I mostly only buy online for the BMW. Local dealers unless you are near a discount one have enormous markups. More than other dealer I have seen. Even the specialty nuts and bolts will cost 3x at a dealer. I still compare prices with the local discount shops. Notably I have purchased belts, water pumps and tstats locally. I typically make a spreadsheet for comparison shopping. I have purchased fpump, hoses, brake discs, filters, nuts, bolts, gaskets etc... Oh, NAPA typically carries the import fluids.

Try FCPGroton, EBMWparts, getbmwparts, germanautoparts, bavauto - I think I have used them all with decent service.