Nexen thoroughly deserved the negative press for their older offerings. However, the new Nexen NFera is actually rather good. They do have a lot of reputation building to do now - but so did Skoda!
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I have them installed on a Subaru Outback 3litre, not my 135i... We also have them on a Forester Turbo and they are better on these cars than the Yokohamas they replaced.
Contis do wear fast on quick BMWs, but they grip really well. I was getting though rears in well under 10,000 miles. Their side walls are also quite soft, so I trashed two tyres in pot holes - very expensive! (Had they been Nexens, they would have been replaced, minus the cost of the used tread, at Nexen's expense).
I have now been using Vredestein Ultac Vortis on my 135i, for about 8000 miles. They were recommended to me by a friend who uses them on his RS4. They are excellent in the dry and feel slightly sharper than the Contis because their sidewalls are a tad stiffer. The rears are now becoming a tad more wriggly in the wet - they don't get the power down as convincingly as the Contis. However the back tyres do look as though they will give another 4 or 5000 miles.
The Vredesteins were cheaper than the Contis and they do wear better. They are worth considering.