There have been some reported cases of the gloss coat pealing of the roof. If you glue to the gloss coat, you may end up creating this problem on your car.
Check out this thread and watch the video where the coating is pealed off with a plastic credit card:
http://www.mybmwi3.com/forum/viewtopic.php?f=15&t=5378
Drilling may be the most secure way of attaching a roof rack but the sealing of the holes might cause some other issues if not done 100%. Perhaps nutserts could be used to create the mounting points for the rack feet and with a good application of DOW sealant, this could work.
It seems that each rack option has its drawbacks.