Bentleys Publishing
http://www.bentleypublishers.com/bmw/index.htm has a CD-ROM that covers your car so you might want to invest in one of those.
The guys at this site
http://shrubbery.student.utwente.nl/ probably know more about the BMW heating system than anyone else I can refer you to. In the meantime, they make ceramic heaters that plug into your cigarette lighter. I don't know how well they would work in cold cold Canada.
Sounds like you need to replace the power steering pump since it's probably the seals that are shot. If it makes you feel any better, I'm losing a little fluid from my power steering as well though it's more of a seep, as opposed to a leak.
With brakes I find it easier just to pay someone to fix them rather than deal with the inevitible mess.
Re the cupholders: I read that the Germans were slow to embrace cupholders because of their mindset. It seems to the Germans a car is for driving, not eating, and so they couldn't get used to the North American habit of sipping on Coke as we drive on down the road.
Sorry about the rear window but I don't think I'll have that problem here in Florida. Mind you, the damn tires might melt come August but the rear window defroster has yet to cause a problem.