Most common places (I hope we can get some pictures down here!)
-Top of front and rear shock towers
-Inner wheel arches & fenders front (check top and a-pillar)
-Inner wheel arches rear (check in trunk and remove rear seat to see all!)
-B-pillar around halfway
-Trunk (also remove spare wheel and check where the fuel fill pipe crosses the wheen arch)
-Around the front the windscreen, mostly bottom half
-Around the sunroof (if applicable)
-Inside the hood
-Front beams in the engine bay
-Bottom/floor (general)
Another common issue is the glovebox filling up with water after heavy rain. Either a worn windscreen seal or rust underneath it will be the cause. Be careful what you store in your glovebox!
Nice topic on removing the windows from your E21: http://www.bmwe21.net/forum/viewtopic.php?f=3&t=18614
