AWD or RWD? The front CV joints are a known problem area on these. After I paid an independent shop for a 5 year / 50K add-on warranty, I haven't had either of them fail (not coincidence, they got some better parts and assembled and installed them extra carefully).
A sticking caliper should leave some unusual scuffs on the rotor which you should be able to see with a decent light even without taking the wheels off.
Someone can have my E46 when they pry the keys out of my cold dead hands.
Mine has been relatively trouble-free, once I got past all of the factory miswires and other initial quality defects / TSBs / recalls.
I will admit that it has become more expensive in recent years, with the major recent expense being the "replace everything in between the kidneys and the engine block" due to BMW using plastic or mixed-material stuff in the cooling system.
Other than that, I've had 3 window regulators, 3 windshields (rock damage), a bunch of CV joints until I bribed the car to stop eating them, a valve cover gasket, a HVAC blower motor, and the usual consumables (fluids, tires, pads & rotors).
It has one unresolved issue which I don't care about (in fact, I'm happier this way). The annoying "pump 1/4 of the wiper fluid out the headlight washers if you dare use the washers at night" problem. The car would randomly lose all of its wiper fluid out through either of the headlight washers. The independent shop tried fixing it a few times but I finally just unplugged the headlight washer pump and plugged the hose with a golf tee.
And I used to use the car for things well beyond what it was designed for. One time I ended up hauling over 1000 pounds of wood flooring. It used to go cross-country to California and back once or twice a year, and it has been off-road places where Jeep Wranglers generally "air down" to make it through the washouts.