I think it really depends on what/how/where you want to go with this car. Are you looking for a sleeper type of look or something very loud. Theres tons of options about there. As far as Tunes go, there are definitely some proven ones like the JB3 and/or Procede. Really depends on the features / power they offer married with its cost. Thats probably oen of the big ones. Otherwise, theres a whole host of bolt ons to go with. Stating the obvious, the more air flow you open up with a Turbo car, the more power you will receive. So Chip, FMIC, Intake, Downpips, midpipes, catback etc. Its really proven at this point...you just have to decide how much your willing to spend. Full bolt ons with Tune your looking at close to 400 rear wheel or so....
As far as costemic mods go. As I said above, its really your call. You can go very mild, go very loud and some sort of plain in between. I would suggest some BBS wheels and full Msport kit or something that nature. I personally like the OEM the best as noone can do it better than the BMW engineering team themselves (if cost is no issue).
Lastly- Enjoy the car. Dont let the mods take on a life of its own. You own the car, not the other way around.
Hope this helps...
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