I just gave my car the "royal" treatment (pun intended) this weekend and this is what I did to it:
Engine Oil- Royal Purple 5w30
Oil Filter- K&N
Tranny Fluid- Royal Purple Synchromax
Plugs- Denso
Wires- Ford Racing 9mm
Fuel Filter- Motorcraft
All I can saw is DDDDDDAAAAAAAAAAAAAAMMMMMMMMMMMNNNNNNNNNNNNN what a difference. The engine runs quieter, responds faster, and the tranny shifts buttery smooth. I love it. In fact, when I get my tune sorted out and order my short shifter, BMW will have to default their claim of "Ultimate Driving Machine" on the basis of false advertisement [

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Word of caution: If you by any chance end up getting the Denso Iridium plugs, be vewy vewy caeful (Elmer Fudd voice) when you try to gap them, the tips are very brittle. If you don't want to deal with that, get the Motorcraft Coppers, very good plug for very little money (they just won't last as long).