I am bit of an LED nerd and have designed custom solutions for a few cars. Let me just say this, the majority of drop in LED bulbs are sub par and won't come close to matching your stock halogen output. LEDs by nature have a narrow output angle so they may look ok from straight on but output drops significantly when you stray from direct line of sight. This is why most OEM LED lighting solutions employ custom optics/reflector solutions to maximize viewing angles.
The only semi drop in solution I have ever seen that exceeds halogen output are the 5W LEDs from ELEF http://elef-usa.com
Elef's solution will reuqire you to splice you OEM wiring harness and possibly add relays to get them to function correctly.
I would jsut be concerned with BMW's bulb checking functions and also if this would have any affect on the Active Brake Light system (If you choose to replace your brake lights).
Still kills me that BMW didn't offer a full LED lighting solution from factory!
Video of ELEF turn signals vs a drop in tower solution: