Mcgard are supposed to be quite good, rrp around Ԛ£45 last time i checked, i have a set i don't need for sale incase your interested email me if you are!
I personally think the standard BMW splined ones are pretty good, (not the standard E30 lock and key ones!)
My touring had the mcguard ones when I bought it, I didn't get the proper removal socket with it, so had to take it to a local tyre shop to get them removed, he had all 4 off within about a minute, just something to bare in mind, as these tools are easily obtainable.