Its not easy to get power with those cars....Of course theres the basic Bolt ons but there wont be a night and day difference like some of the turbo cars you had in the past.
E46fanatics.com, M3forums.com, Bimmerforums.com, Floridagerman.com are all good site to check out and look for group buy ect. If your looking for a lighting upgrade (HIDS) ect I would check out DDMtuning.com, Jlevis is another good one, active autowereks is another and Lutzperformance is a local distributor for them.