I bought my 335is about 2 months ago. So far I have Cobb AP running Stage 2+FMIC Sport (no intake), FMIC, and 3" Catless Downpipes. My experience with modifying vehicles is pretty extensive. I drive quite a bit so 2 weeks later I found myself with multiple Miss-fires just like the forums talk about, ordered a set of NGK 5992 based on some research and it runs great again.
One thing about these forums is that everybody has their own opinion, from you should leave an IS stock to running a mix of E50 daily.
Since you have an IS I'm assuming is not a 2013, so it has an N54 which has the benefit that you can find a lot of knowledge just by searching the forums about all the things that could go wrong, what to expect from your mods, and the biggest issues.
If you want a bump in power but want to take it to the dealer for anything that may typically go wrong, you should use something that can be removed easily and requires very few mods. For example a FMIC is something that most dealers won't ever say anything about it vs Catless Downpipes.
As far as your tuning options with Cobb you can get away with Stage 1+FMIC agressive (no need for downpipes), or with the JB4 you can use their 335is maps which provide great power bumps without the need for much except a FMIC. You can always add more mods and go higher in power levels, just be sure you know what the cons are and find a understanding service advisor.