I don't really like the shipping fees from ECS Tuning. It equals out in the end. Pelican can be hit and miss.
BMA Parts in California and AutohausAZ are both pretty good. For genuine BMW parts, I've found TheBMWPartStore.com to be the best. They ship using USPS to Blaine/Point Roberts and somehow, it gets there faster than UPS/FedEx.
Here's a small secret for BMA, AutoHausAZ, and The BMW Part Store - E-mail them directly with the parts you want and ask for a quote. Tell them you're from so and so BMW Forum. Sometimes, if not, most of the time, their prices are better than their online catalogue.
Source: Personal experience.