sells plug-n-play keyless entry/alarms from $89 and up. Those kits take advantage of BMW's "double lock" system. If you go with a standard aftermarket alarm, you can still wire it up to double lock:
I don't really know about remote start, I didn't do it in mine. Kinda dangerous if you have a manual tho. I personally don't like to idle my car more than a minute or two, even in cold weather, so it was pointless for me.