Congrats on the new car and welcome to the forum. The 330 is a great car so you'll be happy with it, i'm sure.
I think best bang for the buck for power are intake and exhaust. They usually work hand in hand. You can also look into some underdrive pulleys to free up some hp. Beefing up the suspension with some coilovers are also a great upgrade for the car in the handling department. I think these little tweaks can make your car more enjoyable.
BMW...Now you're playing with power.