I would suggest the oil, air, pollen and turbo vent filter get done every 12'000 at least. They recommend the fuel every 60'000, I do mine every 24'000. The one some garages miss, is the crankcase filter which needs doing every 12'000. You can buy a genuine new element which is about £25, or you can get an upgraded BMW part which doesn't need replacing, only cleaning, which is about £35 apparently, but haven't upgraded mine, so I woulkdn't know what its like, but I've heard good things You'll find loads on it on these forums.
According to the Haynes manual the coolant and brake fluid shoud be changed every 36'000. And the alternator and aircon belts wants doing every 96'000, theres 2 belts.
Hope this is of use, as mine had a poor service when I brought it, as I didn't check up on what they were doing as I didn't know at the time.