The factory CDs are pretty good. Most sold on eBay are CD-Rs. What you should look for is someone that lists exactly what date the CDs are for, (the CDs are issued quaterly I believe). The last thing you need is purchase a set and they don't cover your year of BMW.
While they're not quite as good as the older factory manuals that aren't available anymore, the CDs combined with a Bentley manual is a very good arsenal.