Simple. A MB is a highline car where dealerships can command a high price for parts--and there is low demand for MB parts outside the dealerships, as very few MB owners work on their own cars (as compared to say the percentage of Ford owners who work on thier own cars). I too have a MB and BMW and have seen the difference (although the BMW parts are by no means cheap). Also, MB has a nasty habit of changing parts for cars, even though the models themselves really do not change (say rear shocks on 98 and 99 ML s to the 00-02 trucks). This creates a part where demand for an individual model number is lower. BMW has many parts that are standard across all sedans, and even some of the SAVs as they call them.

As for the oil filter cap wrench, did they refuse to sell it to you, or did they not have it to sell to you? Dealers often do not have special tools to sell, as they order them in for their mechanics special. However, if you have an 06 3 series, why are you buying filters and such anyway...it is all covered by the maintenance plan. I am always one for doing work myself, but if the labor AND parts are provided free by the dealer, why not just let them do it? I would not even think of changing the oil in my M3 myself, as I had to buy a quart to top it off once and found out it is $11 per quart (only availible through the dealer) and it takes 10 quarts to do the job.