I've relocated the battery in my SX. Its not too hard and you can get all you need from a breakers yard.
Most if not all fairly recent 3/5 series BMW's (some jags too) have boot mounted batteries, simply relieve one of its battery box/mount and the positive cable run through the interior to the terminal block in the engine bay and earth lead to rear.
Its a good idea to put in an inline fuse/circuit breaker close to the relocated battery too, to guard against the risk of short circuits/fire. I got one from vehicle wiring products.
Provided you get a good earthing point and use grommets through any holes drilled its not too hard.