Here is what I would recommend based on what I have experienced.
1st: Get some 18" wheels with non Run-flats. XI's are not practical to lower and will look bad with 19's.
2nd: Black Line tail lights. your car will instantly look better.
3rd: Exhaust preferably BMW PE, but the new AA Axel-back would be good to for a more affordable option. An Exhaust will make you appreciate the fact you own a BMW every time you start it up 100%.
4th: BMS PBX. Best Mod for the $. On setting #3 it feels like a sports car! Throttle response is much better, and paired with an exhaust it is a noticeable difference in acceleration.
If you have a 6MT, the very 1st thing I would do is get a ported CDV, or bypass the CDV altogether, shifts will be WAY smother!
Aside from that just make it look how you want and keep it tasteful.