welcome aboard, vp209!!
1) not sure on the shaking. only thing i can think of is how are the tires? maybe our tech can help you here.
2) your window regulator may be going bad.
3) i've heard of the carzone bodykit, but have never seen it.
4) there is a M-Aerodynamic Retrofit kit available for the sedans. it is similar to the bumper you seen on the M's, but not exact twin. if you want to get the true M bumper, in order to make it fit, you will need to do some modifications to your front, especially your fenders. both of these kits are available through the dealers.
5) i've heard good things about the H&R cupkits. i haven't experienced them yet. we have a couple of members here with the cupkits. hopefully, they will be able to help you.