I do my own servicing and bought the following (or already had) for my '08 GSA:
Spark plug coil removal tool - get the aluminium one not the plastic rubbish.
Spark Plug removal tool - long, thinned wall type - I got mine from
Motorworks.
Oil Filter removal tool - I had a few already that happen to fit.
Torx bit/sockets as already mentioned - I prefer the extra long ones for easier access.
Wurth Feeler gauges for valve and rocker end float clearances - makes life easier.
Vacume gauges for throttle body Sync - I already had these.
GS911 diagnostic tool - this is optional but very handy to have.
£50 DVD repair manual - you can get these cheaper off the net I'm sure.
Brakes can be bled with a piece of pipe unless you have servo's.
I think that was all that I bought specifically. I use
Motorworks generally to buy the parts and Opie Oils for the fluids. Oh, and Steptoe for brake shoes.
The alternator belt can be changed without special tools so don't buy the £85 tool from BMW - plus it's only every 24K miles. Again, got mine from
Motorworks as part of a service order.