For performance in a SUV, there is nothing better than the BMW. Gas mileage is as expected for a high performance SUV (averaging between 16-17). BMW needs to improve the electronics of the vehicle. Mine has had window issues and the navigation system is spotty at best. The premium seat package is worth it, some the most comfortable I have had. Be aware that the run flat tire will cost you serious money when it comes time to replace them and be HP tires, they don't last as long as an average tire. The do stick o the road and give you a very confident ride. While sticker shock may keep you from considering the BMW, once you drive one you will get hooked. I saved a significant amount getting a 2008 rather than an 2009/2010.
The 2008 BMW X5 feels very solid and well built. It has about the same driver leg room (I'm 6-4) as a much bigger SUV such as a Lincoln Navigator or Ford Expedition but handles and drives far better. With the 3.0 in-line six, perfomance is very good, especially in Sport mode. The V8 version is even better. So far, I am averaging 21.1 mpg with a mix of in-town and highway driving. Overall, I am very happy with the X5.
If you don;t mind spending quite a bit of money on an SUV and really enjoy driving, this is the car for you. First off, opt for the V8 if you can afford it. Huge difference in the driving experience... much more power, more stable road feel, etc. This SUV is one fo the fastest on the market and has the signature BMW handling. The styling is great, especially if you have find one with the big 20 inch factory wheels... makes for a very aggressive stance. Very plush inside with plenty of room and fold down seats. ALl wheel drive makes it very capable and can take you anywhere. The mileage is much better than that of a Tahoe, etc, as long as you don't have a heavy foot. Very cool because it drives like a big sports car.