Really old thread, but lots of prudent wisdom here. I've been infected with the mod bug for a long time, but I'm also smart with my money. At the end of the day though, it really does come down to whatever floats one's boat.
As for the Megan exhaust, my E93 won't take it without some risky modifications to the rearward support braces, so it was a no-go for me. Otherwise, I would have definitely gotten it - and in fact, preferrably used!