A lot of folks do their own brakes and find it to be an easy job, but it depends on how handy you are and what your tool selection looks like. Here are a couple of links to look over and decide if you want to tackle the brake job yourself. Unless you have no other choice, try to avoid taking it to the dealer...they will hurt you (your wallet) on a brake job. Sorry, I don't know of any independent garages out your way, but they are out there.
Just for reference if you were to buy your own brake parts, the front rotors will cost between $35-$100 each depending on what you get, the rear rotors are around $40-$50 each, the wear sensors are about $15 each. Brake pads are between $35-$100 per axle once again, depending on what you get.
Hope this helps you out some.
http://www.cardomain.com/ride/232372/5
http://www.e38.org/