the only shop worth mentioning is 360grad (see:
allridebmx.de). It's in Lohof, on the way to the Airport. I got my fitbike there, but alas, have not ridden as much of late. there is also a BMX only park in unterschleissheim. Its a community-run place, expect to pay 8 to ride all day, but there was a deal if you become a 'member' its cheaper. [Something about you having to be the guy with the keys, so no riding when its your turn... or something.]
Im not as fit as I remember on it, and theres not so much in the way of ledges, staris, and whatever, but if you roll around, you'll find more than I did. There also a mini-skatepark in damn near every park in the city.
Ps. that photo looks like it was taken at the park in Unterschleissheim.