From past experience you are best buying from overseas, even with postage it was cheaper than anywhere within Aus. This may hopefully change with the brickworx guy, we definately need a decent supplier here in Aus.
I have found
www.outmotoring.com very good, even their Alta products were cheaper than off the Alta website.
In my opinion the best CAI is the John Cooper Works one, roughly the same price as some of the aftermarket ones though maybe a tad more expensive to have installed as it has a flap on the rear which opens at 4500rpm (to suck more air in) and requires proper BMW install - think you need a reflash of the ECU.
I have removed the flap off the rear of mine so the supercharger whine is louder and best performance all the time. If you go this way you dont need the BMW install. (personally I wouldnt know one end of a srewdriver form the other so always use BMW anyway.) You could then add some orciari hood scoops to push more air into the back of it, depends how far you want to go and what you want to achieve.
The JCW filter is also very good, I have tried aftermarket filters with dyno tuning and lost power with them, JCW performed the best.
Whichever you go for will be better than standard, while you are at it get a smaller supercharger pulley, 15% is most common. The JCW one is 11%, i removed my JCW and fitted an alta 17% and made a huge improvement....but i digress now!