One problem related to service engine light on has been reported for the 2002 BMW X5. The most recently reported issues are listed below.
I was sold a certified pre-owned vehicle with bad control arm bushings, and making noise under hood in engine compartment. I also purchased an extended warranty, that was not honored. The service engine light came on throughout the time of ownership. I took the vehicle back to dealer for repairs several times. The car vibrates when braking, and sometimes has no power. Nothing was done to correct the problem to date.