Thats a myth. You do not need runflats. I have a 07 335i coupe and i replaced my stock 18" runflats with a set of 19" aftermarket rims and non-runflat tires. The ride is better with non-runflats, but everything else is the same. I also didnt bother with a spare tire since i have AAA (and there isn't a place for the spare tire anyway unless i took up the whole trunk). You will want to keep your TPMS sensors no matter what.
If you get a lease, i HIGHLY recommend buying new tires RIGHT away and keeping your run flats in the garage in a bag. You have to return the car to BMW with runflats (unless you buy it). Depends on the car, but the run flats for my 335 were $400 a tire, so saving them for when you return it is a wise idea.