Whatsup man idk when you posted this but let me inform you on your best optiones...
Remember if you were to type any simple phrase for example:
what is the best chip for a 330,
or what is the best exhaust for a e46 330,
or what preventative maintenance should i do for my e46,
any simple but direct phrase you search for there has most likely been someone that has already asked it..
i have a 330ci 05 myself and let me tell you where i went from stock..
First thing is first.. get a short shifter... either uuc has one for about 320 buks :/ i purchased the b&m short shifter from turner motor sports for about 170 shipped and its great... next depending on if you have sport suspension or not... if you don't have sport suspension that i would go with eibach for that stiff precise handling feel.. if you do have sport package i would go with H&R springs that give you a bigger drop than the eibachs for sport package..(eibach with sport package only lowers you quarter inch)..
after that i would get a cat back exhaust... i had a friend that did one for me for 350 custom... sounds great with no rasp which im trying to stay away from... if you have the big bucks than go with uuc cat-back.. also look into supersprint and dinan(a lot of people like)... now your exhaust is not going to make you faster at this time but in the long run it will....
next you want to try to get actual hp out of your 330... there are a few ways you can go, and ill start with intake..
the best over all sound and throttle response feel will most likely come from AFE's cai, i have a k&n 57-1001 intake and its great just remember to get the filter with it and you be pleased... remember that you aren't going to get a lot of hp from a single mod and its all about your mods complementing each other.. now that you have intake and exhaust you could do 1 other mod that's realistic and hoping you don't have emissions and if you do f*k it, i did it to, would be to get headers...
headers essentially makes air flow freely through the exhaust with the oem cats removed.. the stock headers and cats produce a bottleneck effect and really pin down hp and tq.. i personally went with eBay headers which i bought for $45 and payed $45 for shipping

... there are many DIY guides and i recommend you join e46fanatics.com btw... headers will give you around 10-20 hp...now by running without cats you will get a CEL which is rather annoying and unless you get racing cats which i think are a total waste of money don't plan on getting your CEL to turn off without software..
now you can chip your 330 and take a look at Active Auto works tune for e46 non-m's they say about 20 hp but that's a little unrealistic.. its about 500 bucks for that chip :/ and for another 200 they offer a program to turn off your CEL light if you offer to do so and have the money....
Forced induction your best bet is to look at e46fanatics.com forced induction section...
good luck and i hope this helps someone...
let me know if you have any questions..
SD