Cams, stroke/port+polish, bigger fuel injectors/higher flow pump, high flow headers and full exhaust, underdrive pulleys, intake, and a tune are common NA upgrades (along with the obvious forced induction path).
I doubt many of these upgrades exist for the 330i considering its short production run but if they did, you could expect around +70-90 hp from all of them (+160-200hp with FI). So if you aren't happy with gains of 15-20hp via a chip, intake, and exhaust consider a 335i or M3.
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