The best wheels if you have a healthy budget seem to be style 275 BMW wheels in 21-inch size. They fill those big wheel wells very nicely.
See them (and all other BMW wheels) here:
http://www.k-lach.net/
I have no idea where you would buy wheels for the X6 online. Perhaps Tire Rack have some, although they don't list the X6 yet:
http://www.tirerack.com/