what do you already have?
a s/s exhust, a induction filter that has a proper hield shield, or a enclosed one, or even better over on bimmerowner there's a dave f group buy £179 they are proven to gain 10-12bhp and he has come out of retirement to make some more on a one off basis, they go for £250 + s/h
http://www.bimmerowner.co.uk/forum/view ... e+f#p70623other then that a remap on dyno, and chipped.
on to the other side of performance, strip it bare..... bigger brakes, and better tyres. better suspension and poly bushed, all provides better handling and braking so it will feel quicker more of the time!