Tinting is definitely not a problem. I asked my BMW sales guy if the windows will be tinted when I bought mine and he said that they don't come tinted out of the factory BUT that they have a few listed preferred tint companies around that will tint the bimmers (assuming these don't affect any lease agreement sections).
Rims/tires are fine also (put them back to stock at the end).
Not sure about the exhaust? It would be interesting to find out if this is just a plug&play sort of upgrade that isn't noticeable.