I would demand that they reimburse you for the purchase price of the car. If they say 'NO' I would hire a lawyer and sue their ass. Then I'd call the BBB and file a complaint. Next, I would purchase a domain name like <insert-dealership-name>sucks.com and tell the whole world how they turned your life upside down. Then I would purchase a full page add in your local newspaper to warn other consumers, maybe a radio and TV add as well. And last but not least I would chain myself to the front door until they reimburse me.
I'm just kidding... I'm sure you're not going to take it to that extreme but recently there have been some forum members who have been asking for outrageous compensation for silly little things.
Just approach it calmly and straight headed and I'm sure they'll treat you right. If you attack them then you may not get the outcome you were looking for. I don't know if they'll actually compensate you in the form of cash but perhaps a gift card towards some BMW swag is in order.