Hopefully this can save you some time if you're new to this.
I just tried my own oil change, following the Bentley manual. The instructions aren't exactly step-by-step, but they give you the right torque amounts and bolt sizes, etc. Unfortunately, it's missing some key information!!!
On my 2004 330xi, there are two large splash guards on the bottom of the vehicle, held in by captive Phillips screws. These must be removed in order to access the oil pan drain plug. The manual did not mention this, and I wasted about an hour under my car and online trying to find the darn plug. Eventually, I decided to try unscrewing these panels, and luckily they were the right things to remove.
I was furious that my $90 repair guide missed this key information, but after removal, I was able to find the plug and finish up the oil change.
Thanks for that feedback info. I have a 325xi touring, but my under engine splash guard is missing. Was there by chance a small "trap door" in the splash guard to access the drain plug? My 540i E39 had the trap door as did other bmw's I've owned and worked on. Just curious. -Charlie