M-Tech Kit - Get a hold of Longtran on this one. . .If he can't get you a price on a kit, he can point you in the right direction.
HID Xenon Halos - These are the actual Halos (rings in the headlight) that give the signature BMW look (like in my sig), What you purchased (I believe) are the xenon headlights?
Debadge - Absolutely, it gives the whole car a cleaner look. . .I debadged my 550i, not because I was ashamed I was driving a 550i and not an M5 but because it looks cleeeeeaan.
Euro Headight Conversion - This is expensive. But it gets rid of the amber corners in the headlight, and it looks damn sick: