Yes, normally advisable go for thinner tyres as they allow better grip in snowy conditions.
I would consider buying a new set of rims. The money you save on the first set will partly pay for the rims. 19"s are quite a bit more pricey than 18"s.
My dealer is going to let me know what the BMW winter tyre deal is. Probably have to sit down when hearing the price, lol. Not sure if you know about BMW's wheel storage service?