The sulfur amount in fuel has been a long running issue in the UK, I remember an article run in one of the car mags stating that BMW advised it's owners not to use supermarket fuel. I can't say if this is still the case but it appears to be an on-going concern for BMW.
It's interesting that they see fit to offer it with turbo engines but not N/A engines. All I can say is that I have owned four DFI engined cars, 2 turboed and 2 N/A ones and none have caused any problems, I have always used super unleaded fuel either BP or Texaco. Maybe a quality brand of fuel is the most important thing.