McMaster Carr,
http://www.mcmaster.com/ is your friend for when you need good hardware. I wouldn't trust some of the major hardware store hardware in comparison to stock stuff. However, anything that BMW says is needed for your car, you should be able to get at mcmaster carr, in the appropriate grade, and the price significantly better.
Exhaust bolts are not a critical item, but if you need hardened metric bolts to replace things like seatbelt bolts, or something more important than an exhaust bolt, they should have it.
I have spare bolts and lock nuts for most of the suspension hardware on my car and a few other things that I keep spares of for the track and got all of it for probably a 1/10th of what BMW wanted for the hardware.