Not familiar with E46s, but it's probably the bulb holder that's burnt out?

Brake pads can be got from MicksGarage or in Autofactors across from Supervalu near the Credit Union.

Would recommend getting CleanCar to give it a once over, I'm sure Larry can advise you best on that. I thought the chains were permanent and shouldn't need to be changed? Either way I'd go with a good indy over a main dealer at this stage in the car's life. (I'm not being snobby, I'd do the same with my own car!)