A few more thoughts:
I know on the E92's, you lose the fog lights if you do the PPK kit with the cooling package...assume it would be the same with the sedan.
I'm running the stock exhaust with the golf tee modification, and I think it sounds great now. The PPK does really help with the exhaust sound by giving it a grumble when you let off on the gas. Didn't want to spend $1000+ for a PE, or other aftermarket exhaust, for such minimal gains in HP. Plus, I figure if I ever get a catless DP, the stock exhaust will be plenty loud enough.
It seems like with a PPK, PE, DP, FIMC and Meth setup you could easily be spending $4 grand plus. A JB4 plus DP would be less than half that, and probably give you more HP. You will still be inviting scrutiny with the DP & FIMC, and I don't imagine you'll be removing them before service appts
Save your cash, do a JB + DP, and remove the JB before dealer visits.
Anyway, just an idea from a cheap old guy who believes in paying attention to the law of diminishing returns and trying to get the most bang for the buck. GOOD LUCK!