I did the first change on my wife's BMW since we bought the car a few weeks ago, I went with Mobil 1 0w40. I wanted to change the filter too, but couldn't get the housing off the cartridge with the tools I have, and with two different filter wrenches that I bought today. So I ordered the proper one from Amazon and it should be here this week, and then I'll do the filter change.
It looks like the previous owner did the oil change in August 2013, and the oil I drained out might have had as much as 16,000 km on it (the maintenance light said the oil could go another 8000km, however when you reset it the number goes up to 24,000km!)