A tune is not required (but you will get a SES which can get you some hassle at the dealership), high flow cats are a great option for those sensitive to smell (and the smell is pretty bad without cats in general... i personally use the AA HFC), and I like sticking with the same company just cause.. but there are many options. Resonators I think help reduce drone.
There is a lot of information, so search around. GL on your decision!!
2010 E93 M3 / AA Catless X-Pipe / AA Catback / AA Pulley / Vorsteiner Vented Hood and Bootlid E93 Trunk / ADV1 7.1 Wheels GB / LS3 LED Lights / AFE Stage 2 / Velos Designwerks Tune