This is a simple one: the only place to get filters will be from the dealer. While you're getting a filter, pick up the necessary oil. As others have said, it's a good product and usually competitively priced. There's no reason to use anything else.
If you feel inclined to buy online, there's an online source that I've used a few times for my family BMW's - www.getbmwparts.com - that has "kits" of a filter and oil at a discount with free shipping.
If you feel inclined to buy online, there's an online source that I've used a few times for my family BMW's - www.getbmwparts.com - that has "kits" of a filter and oil at a discount with free shipping.