The biggest thing to consider is techron and octane. Be sure and choose a gas that contains techron to ensure proper injector cleaning to avoid harmful deposits. Most gas station's supreme grade or highest octane grade gasolines have techron in them. Namely, Chevron, Mobil, Shell, and 76. You should be using the highest octane possible in your car anyways with a performance car such as BMW, which is necessary and/or required to reduce premature ignition and help prevent engine knock. I personally go to Chevron and always fill-up with supreme (91 octane here). Depending on where you live the octane levels may vary. Depending on your budget, the final consideration you should make is price. It will not hurt to mix fuels i.e. if you put $5 of Shell in your tank and later down the road fill it up with Chevron as long as they both contain techron and meet the octane requirements. If you have to fill-up with cheaper grade gasoline at times that do not contain techron you can also purchase techron concentrate fuel cleaner to add into your tank. You can get these bottles at Chevron. However, it's not absolutely necessary if you normally use gasoline with techron to begin with. Hope this helps.. and don't worry to much about where you buy your gas.. just remember: techron and octane!