You'll definately save money if you get it yourself, rather than through the dealer. Most dealers will just outsource this, and get an external clear bra installer to do the job, and add a mark-up to his fee.
Pricing probably varies a lot by region (depending on supply/demand, what market will bear).
I also have a BMW with no clear bra (it's a 1999 - 740, already with chips, so forget the clear bra), and recently got a Infiniti G35 (similar size to the 5-series) on which I got the clear bra installed on the (hood/front fenders, front bumper, and side-mirrors).
The front bumper on the G35 is a relatively complex install. I can't visualize whether the front bumper on the new 3-series is complex or not.
Last October, the best quotes I got in Toronto where $490 CAD from ShieldPro, and $600 CAD from Chipguard, installed. I went with Chipguard because the installer was highly recommended, and Chipguard does a full wrap around seams and edges (e.g. he removes the front grill to wrap the film around so that the edge isn't visable, wraps around all edges). Whereas many others would leave a very small gap between the edge film and the grill/headlights, etc... To me paying $100 or so more for the careful wrapped installation was well worth it. I believe of the almost 2/3 of the $600 cost related to the front bumper (hood/fenders were relatively easy).
Maybe info on Toronto prices can help you out in Calgary. Chipguard does have a location in Calgary. You might have to bargain a bit... Maybe you can do even better, as my impression is prices aren't increasing.
I think it's a wise investment.