Painting the Calipers
I don't think there is anything dirtier on the planet than BMW brakes with more than 100 miles on them. The company is fond of using very doft, and very black, brake pads.

One way to solve this is to go to Mintex, of EBC GreenStuff pads. I've had the GreenStuff on my 02, and just put Mintex on the fronts of the Cab.

However, another is to paint the calipers. It doesn't keep the wheels any cleaner with the stock pads, but makes the calipers a tad easier to clean as the paint dries to a hard, enamel-like finish.

Plus, you get the added benefit of choosing a color!  I choose blue, thinking it would be a deep, royal blue.  It ain't. Even so, it's a cheap mod, and relatively easy to do yourself.
First step is remove at least one wheel, and prepare the other wheels for removal. Sounds like putting the cart in front of the horse (logic would say prepare the paint first) but upon opening the can you add a hardener (more below) and the paint then has a half life of only a few hours.

I used two cheap jack stands, but the first time did one wheel at a time.