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Your Ride: 1995 325i
Some guesses... suspension bushings, control arms, tie rod ends, brake rotors, wheel balancing. As for your gearbox vibrations, maybe transmission or motor mounts, more remotely the driveshaft, has there been any damage to the undercarriage?
Had this problem for years and found a simple solution, If you do not have standard bmw wheels they will require Spiggot rings! I thought this is too simple to solve my problem but it worked! Most tyre and wheel garages have these ring sets so they are not hard to get hold of. My vibration was driving me nuts for so long hope this helps ya.