Where are you located?
Firsly some awesome sites for you to look into are.. www.bavauto.com www.aatuning.com www.turnermotorsport.com www.dinanbmw.com
Check out what all these guys have.
What color is your car?
As far as typical mods go
Euro Clean corner lenses for your parking and tail lights and sidemarkers.
BMW e36 M3 style (M-Technic I) front bumper and rear diffuser.
Euro Glass headlights with Angel eyes and or HID's
The best thing you can do without a huge budget is suspension. This is whta makes a BMW fun. The best shock/struts out there are Koni fully adjustables. You can pair these up with H&R sport springs or Eibach Pro Kit and youll have a nice looking slightly lowered agressive bimmer. Another great shock/strut are Bilstein Sports. They are good and a decent amount cheaper than Koni's. If you're serious about BMW tuning then you should save up for some coilovers (H&R, Bilstein, Tein etc...).
As far as engine modifications go, always styick to brand names. This isnt somethign you can get away with universal tuning. Always stick to GOOD brand names. One of the best bangs for your buck is to buy a "Racing" chip from turnermotorsport or Dinan. They are $250 and will give you 10-19 hp and 10-16 lb/ft torque just fromt hsi oen modification. If you are really looking into more engine modifcations you have the typical bolt ons but you also have upgrading your cams. Look at turnermotorsport and aatuning, these are my two favorite.
Keep asking questions and do research. We're here to help.
Hope you stick around and Welcome to bimmerwerkz!