The biggest difference you'll notice is with a nice high quality head unit. My personal preference for that would be Alpine, but there are some other nice quality ones out there...
Do you have the HK package on your car? In terms of adding a sub, this company has a very nice and clean solution - http://www.z3bass.com/
You will also find writeups and examples on that website of what other people have done. Space is the biggest limitation with these cars.