I fitted them myself fairly recently - a very easy job. As Ant said, you'll need both the cup holder and the faceplate - roughly £40 each altogether
Cup Holder
http://www.ebay.co.uk/itm/BMW-Genuine-Car-Drink-Cup-Can-Holder-Right-Black-E85-E86-Z4-Roadster-51457070324-/190803446061?pt=UK_CarsParts_Vehicles_CarParts_SM&hash=item2c6cc5892d
Faceplate
http://www.ebay.co.uk/itm/BMW-Genuine-Face-Plate-Cover-for-Cup-Holder-Right-Black-E85-E86-Z4-51457056652-/181056336618?pt=UK_CarsParts_Vehicles_CarParts_SM&hash=item2a27cc72ea
Bear in mind that the driver and passenger sides are different so you'll need to get the specific ones. I followed this video to find out how to get to the cup holders. The existing faceplate is clipped in so you'll have to remove that first.
https://www.youtube.com/watch?v=Ne4Yb_Ud5n0