This is a bit of a sensitive issue - I will give you mine opinion.
I - and BMW - recommend Castrol - others recommend Mobil 1.
0w40 should be OK, but why not 0w30? Long Life.
I recommend not to touch gearbox/transmission/AWD - can do more damage than help.
No toolbox.
I am very happy with initial bite, brake pedal feel and overall brake/ABS performance - others are not.
Note: most car manufacturer use different brake pad material US/EU due to Autobahn.
Best bet to improve brakes is, probably, to go for these from X4 M40i. You probably need 19" rims.
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