Definitely check the exhaust back pressure, both before and after the converters, to confirm they are bad before replacing them.
Having said that, I went the used route on mine. I ended up buying a set from a guy that was parting out his car in the classified section of this forum. I gave less than $300 shipped for them and installed them myself. Wasn't that bad of a job on my 325i, just time consuming. I still have the ones I took off. I intend to sell those for scrap and recover some the money I was out the other ones to drop the cost even more. But I got lucky and got a good set..so far anyway. If you are going to go the used route, look on realoem and find all of the different models that will fit your car. Then locate a set with lower mileage. I'd also avoid any from the northern states where they salt the roads, if I could, because the bolts/collar that bolt them to the exhaust will be rusted and may need replacing. Seller provided pictures will let you see what kind of shape they are in externally.
You could also buy a set from somewhere like Bavarian Auto Recyclers or Atlanta European Auto Parts. They may come with a warranty.
If you want new aftermarkets, check out rockauto.com. There are several companies that make them. Be warned though that you may have fitment issues. I've also read that the aftermarket ones usually don't last as long as OE.
The bimmerbrake headers are also a cheaper option.
Personally I just couldn't see sinking 2 grand in a set of converters for a car with a 220,000+ miles on it. So I went used knowing full well that I was taking a chance. And they may go bad tomorrow. If they do, it will get headers next time.