If you don't mind removing and reinstalling the x-pipe, tune, air filter and pulley when the car goes in for service, do those mods. Figure on 4 hours off and 4 hours back on for a DIYer for all those parts. If the car goes in once a year for an oil change, this might not be too big of a time commitment.
Skip the higher rpm limit and top speed delimit. The rpm and speed are stored in the computer and cannot be erased so BMW can find evidence of a tune if they spend the time to investigate. They will if you need engine work.