I had Stage 2 for a good while, and was using an AFE Dual-Cone intake, which worked well. I then decided to upgrade to S3, which gets you over 14PSI, not 13.5. I had managed to find a very slightly used Dinan Free-Flow exhaust in the private "For Sale" section here, and added that. Next, I got an ETS 5" FMIC, which made a really noticeable difference, even with S2. Following that, I acquired an ER Sport oil cooler (about 3x the size of the stock unit) on a "Black Thursday" deal and got that installed. As I was just on CPO warranty, I had my dealer call Dinan and validate that they'd sell me the $400 upgrade to S3 with non-Dinan FMIC and OC, then had it installed. Finally, after perusing the private seller section, I came across a Dinan CAI for almost half price - still new in the box - that had languished on a dealer's shelf for awhile. I installed that with some help from a friend and I really like the total package. Not enough boost to require downpipes, although I'm considering those as well, lots of power (WAY more than stock) for what I want, and never a hassle at the dealer. I didn't spend anywhere near 10K, either, as I bought my S2 on sale for under $2K.
So the moral of the story is that you don't have to buy brand-new and you don't have to buy genuine Dinan FMIC/OC for stage 3. The difference is very noticeable, I've never had any problems with boost or fuel control or any other driveability problems. I'm not one of the "fast and furious" bunch that has to have absolute maximum boost and power, so Dinan works for me - although I must say, some of the Cobb and other non-piggyback stuff has its appeal. But with only 40K on the clock and a clear title, I'll see how long I can keep this before I move on to the next one.
2013 F30 335i M-Sport 8AT/MPE/MPPK, 2011 128i M-sport Cabrio 6MT/PE