Keep the X5d and do the delete/tune combo. Downpipe is $450-$750, IC charge pipe $150, EGR blockoffs $75, tune ~$1200. Add labor unless doing yourself. All that will stop CBU and eliminate any future problems from the SCR and NOx sensors. And of course give you numbers approaching 400 whp and 600 rwtq. Also likely get a nice bump in MPG too. There's a plethora of info at the "other" forum thats diesel specific:
http://www.e90post.com/forums/forumdisplay.php?f=377
Here's US sources for the tunes:
http://bimmerperformancecenter.com/bpc-diesel/
http://www.fixmyvw.com/bmw-335d-ecu-...g-performance/