You have the right attitude.  What _I_ did at 2000 miles was change
all the driveline fluids.  Engine oil (Amsoil 5W-30); manual transmission
fluid (Royal Purple Synchromax); differential fluid (Redline 75W-90).
Oh, an oil filter of course.  The differential oil, in particular, looked
like
it needed changing.  I have read that a differential produces a lot of wear
metals in its first 800-1000 miles.  Seeing what drained out, I believe it.

Bob

What does the owners handbook say?

You don't really need to treat it with kid gloves, however it will do no
harm to do what you suggested if it's a personal car that you plan to keep
for a long time.  One thing worth noting is that car manufactures are
pressurized by customers (particularly fleet/lease customers) to reduce
servicing costs.  Of course, this means that servicing schedules are greatly
influenced by the manufacturers/distributors sales and marketing
departments, not necessarily technical engineers.  Therefore, servicing
intervals increase and the amount done during the service is reduced, in
order to create sales.

One thing working in their favor is more advanced oils and materials used in
components now-a-days, although it is possible that they maybe a bit
short-sighted about what happens after the warranty period.  That said, BMW
is at the forefront of technology therefore I would trust BMW more than
other manufacture, who will try to keep up with them.

Are manufactures/distributors service schedules now-a-days correct? Mmm,
decide for yourself.

What does the handbook say?  Some have a 2000 mile interim service,
some don't.  If you're concerned then change the oil etc at 2000 miles.

Eh! Break in or running in went out with the ark didn't it?

Drive as a sensible person for the first few weeks and don't hold high revs nor
full throttle until around 1000 miles then take it gradually.

With the manufacturing tolerances used today and the highly skilled robots -
break in  doesn't really need to be done.

The 03 manual said to keep the rpm under 4500 and the speed under 100 for
the first 2000 miles.  That worked quite well for me.
As for oil changes:
The reason that we had to change break in oil in the old days was that the
manufacturing processes left lots of debris in the engine.  That situation
no longer obtains.
It is quite common for an engine from any manufacturer not to need oil
between oil changes.  Mine did after almost 14000 miles. However, I now
change it every 7500 miles because oil is far cheaper than engine rebuilds.
U S makers usually recommend every 7500 miles, and they don't use synthetic
oil.

Jim