hi,
pre-06 forum has a thread listing known issues/solutions with the model... i was looking for similar thread for E9xx models but didnt see it.... i know there might be none as these cars are still new...

are there things that i need to look for when inspecting this car (06 325i w/auto)? especially things that aren't covered by warranty... the car has 32K mi and no options except for heated seats and sat radio

Bring the car to a mechanic, or go to a dealer and get a CPO car. If you're that worried about warrantee and stuff it's worth paying extra to get one with better coverage.