Had a 2001 525i and searched high and low for one, but to no avail found none. I do not believe BMW has given Haynes nor Chilton the rights to produce one. I feel it maybe due to the fact that they are afraid of YOU fixing the vehicle yourself and NOT getting their $90- for an oil change, and or labor costs, etc.
I have a Haynes Service and Repair Manual for BMW 2-valve twins (motorcycles) from '70 through '96, so there must be some conversation between the two companies.
BentleyPublishers.com has a two volume service manual that covers BMW E39 (1997-2002). Vol. 1 is mechanical and Vol.2 is electrical. It will pay for itself with one repair. We have used ours quite a bit.
invest on an R B Bentley for less than a $100. It's a bit vague (it basically covered all e46 99-05,sedan,coupe & convertible except M3). It'll pay for it self. The only main problems w/e46's are as follows, sunroof track, all window regulators (front in paricular), camshaft sensor, control arm bushing, oil filter housing profile gasket(massive oil leak), various oil vent hoses (they get cooked under the intake manifold) any adept DIY person could perform this tasks w/exception of control arm bushings(whew). Go visit realoem.com and your network will expand. Hope this'll help you. travisbb