I need to check with the costco in SF area, but I've had good experience in the past with buying tires for my 3-series at Costco. I have since upgraded to an M3 and the last time I had to get tires went to Big-O tires. But I was in a hurry (tire blowout) and didn't have the time to search around for the best deal. I'm back in the market so lets see what my research brings up.
Both my back tires and one of my front tire have nails I believe and lose pressure after 2 weeks. So if you are in SF Bay Area, highly recommend getting tire protection. I'm going to do that for sure!