Be very very careful, i still don't know which bmw you have, assuming a 4 cylinder then you are looking at about £1500 for a head rebuild £2500 for a straight 6 about £4000 for the V8 and £6000 for the V12.
It's easy to diagnose a head gasket failure by doing a leaktest on a cylinder. If it was a leak between oil way and water way i would expect the usual salad cream on the oil filler cap, or oil in the expansion tank (you can use the oil absorbant spill paper for this as it repels water, dunk it in the expansion tank and see if you have any oil in there) the other possible failure would be between combustion chamber and coolant path, which i don't think is likely as you would have popped hoses/expansion caps by now as the system can't hold the pressure which is forced into it by combustion.
BMW main dealer will assume you are completely stupid, won't tell you what's wrong and generally (i appreciate not in all cases) have very few 'mechanics' working for them, they are using this technician qualification thing now, which is basically a qualified monkey who can turn on a pc, connect i diagnostic port, and then press the occasional button, and in some cases they can't do that.
Oh and be aware your brake pads will probably want changing, mine did although i did another 15,000 miles before the wear indicator lamp ignited.
Don't trust main dealers, see if you can find yourself a reputable independant and stick with him.