I turned off my X5 2003 sport, and it wont turn back on, the engine turns.

Check the engine coolant level first and see what shows up.

does the engine turn over and not fire up ? or does it not turn over at all ? if not turning over at all i'd think you have a flat battery , if turns and not fires get the OBD codes read as this will show the faulty sensor/switch

Is the engine getting spark and fuel? Have you checked for any trouble codes? Comment back to continue.

the thermostate is getting stuck when you turn off the a/c this release the presure on the thermostate allowing it to open but when you turn it on the presure wont allow it to open. replace the thermostate
now their are two on the sport track. one right at the end of top raidator hose and a second one on the passenger side of engine

If your engine is not turning or slowly turning then it's probraly your battery that going bad or low. This is if you are sure your starter is turning and working.

seperate the fuel line at the fuel injecter, turn the engine over if fuel comes out , more than likely it is not the pump, if you get no fuel, change the filter, try again, if no fuel most fuel pumps today are in the tank, drop tank change pump

Check the terminals inside the bulb socket also you could turn on right side turn signals and while holding socket in hand move wiring at base of socket to see if you might have wiring problem if that is ok leave signal and start moving back harness to see if you have a broken wire.

could be missing the single small exciter wire, usually small wire w/ a small single pin connector that clips on to a spade prong that usually likes to hide from people like us... hope this info helps...(subytech1)...

is it diesel engine?if so chech ur heater plugs

I HAD the same problem with 95 Cherokee for over a month, Turned out all I needed to do was Clean Battery Terms and Replace the Ground Clamp on Batt Cable.

It is a ground problem.