About 3 years ago when I was shopping for my current car, the 528i was high on my list. It's universally loved (when it was still being made I remember CAR or TopGear or someone saying it was pretty much the best car in the world), plus it looks so good, and there were some in my price range. But while they have a decent reliability record according to Consumer Reports, I knew when something went wrong it would be expensive - and since I was in high school at the time, I went with a Japanese car instead :P
I still feel envious whenever I see an E39, though. Definitely my favorite BMW of the last few decades.