[allthatisntnow]

5W-30 is one of the BMW approved grades so won't be an issue or effect warranty. Its whats in mine currently (UK car) but is also listed for North American market too.
As far as I'm aware 0W-20 isn't listed as an approved grade, but 0W-30 is. Both are 30 grade when hot and their winter rating is more or less the same 5 vs 0. 0 would be a fraction thinner when cold so would only be of added benefit if you get extremely cold winters, and even then there isn't a lot in it.