MPE or Akrapovic. As others have said simply keep the OEM exhaust and put it back on upon lease return. Modding a leased car is not much different than modding a car you own IMO. You are always better off selling mods separately (vs. leaving them on the car) because buyers give you little if any value for them. So you would be best off removing all mods when you decide to sell or return a leased car. All the leasing company cares about is receiving a car that is stock. You could probably return with MPE but why would you give them that value? That is unless you included it in the lease up-front (ie. it was financed via the lease).
'13 M3 - Silverstone II - Sold
'04 M3 - Jet Black - BBS E88, KW Clubsports