I got my zed with 14k on the clock and the oil lamp came up after about 3k - so i put a liter in then and all was fine.
My car is now on around 20 and the oil lamp has come up again...
My 3.0i has a bit of a thirst, it's just the nature of the engine. I've topped it with about two litres over the last three years (covering about 28k miles).
Interesting - typical drive each day is 33 miles, of which 20 is on a motorway and the rest stop start at or around 30-40 MPH (the joys of living in london and communting out)
I have had my 2.5si from new (well it had 71 miles on the clock pre reg) and had to fill at 9K, 13k, and again at 17k just before it oil service at 19K.
My run is 50 miles a day on A and B road with a few nice places to floor it, which is maybe why it's using more oil now as I'm used to the car more andprobalby push harder thna I used to.
I have to do the same on my 2.5i... no worries, the BMW guy told me that this is perfectly natural given my spirited driving, after all I do rev the ass out of it...
My current Z4 and my previous Z3M both used about a quart every 3K until they reached 20K and they stopped needing a top off between oil changes every 6K. I've heard that it's pretty much normal behavior.