For splitters, spoilers, and possibly the grills (I dont have em), go to eBay. Splitters are gonna hit the pavement eventually...why spend close to $1k on something that you know will get beat up. I got my OEM-style splitters for around $150 shipped from eBay. Fitment is great (almost OEM) and I saved about $500 over buying them at the dealership. Not to mention...if something happens, you can get about 4 replacements for the cost of one OEM or similar part. My CF spoiler was the same (eBay).
In general, the carbon fiber weave and clear coating are good and no one will know the dif. between a $1000 piece and a $250 piece. Most of the eBay parts have a fiberglass under-layer with a real CF over-layer, followed by a clear coat. The result is maybe 10-20% higher weight than an all-CF piece...completely negligible on a sub-16 oz part unless you are hard-core racing (I guess).
The only issue I have heard of is with the side mirror covers...fitment has been off from what I understand. I like my white mirrors on the white car, tho, so no experience with those.
Edit: just make sure you check the reviews of the parts from eBay. Consider contacting previous buyers, ask for pics, etc. to make sure the product is good.
2010 e90 M3