The only factory manuals I've seen were for the E21 and E36, and both were on microfiche so they really weren't that useful. I believe factory manuals are available on CD now, but I haven't used one.
I've never used a Chilton for BMW work. I did use one once on a late 80's Mustang and wasn't impressed (though still a lot better than nothing).
As for the Haynes and Bentley manuals, you get what you pay for. Haynes will run you about $20, and has about 1/5 the detail of the Bentley. I wouldn't dare mess with any electronics or head work without the Bentley. That said, my latest Bentley (E46) manual was somewhat disappointing compared to the earlier versions (E30 and E36). The manual got a lot thicker, but still didn't keep up with the increased complexity of the car. As I said in my Amazon review, a few key (and not obvious) bolts weren't mentioned when changing the radiator on my wife's '99 328i. Other than that, I'm very happy with it and would definitely recommend it. Only the factory manual will do for SCCA rules purposes of course.
Grafton