Wire to the fusebox. If I need to take the car in for electrical service, I can completely remove the whole setup with absolutely no trace of work on the system. No nick in the wires, nothing drilled anywhere, no trace *whatsoever*. I had a sunroof wire on my E46 and that had a nicked wire plus the bundle was obviously unwrapped from stock. No soldering either.
The hardest part of the whole project is putting the A-pillar cover back on.
EDIT: Follow these instructions from the X50, works the same:
http://www.e90post.com/forums/showthread.php?t=111583
EDIT #2: Another advantage of having the power in the fusebox is an easy wire setup for the concealed display.