You know... there are only so much that you could do to the car. Intakes, exhuasts, and chipping seem to be the most popular in that reguard. However, and i could be wrong here, getting forced induction will be the only way to go if you want ALOT more power. Looking around $5000-6000+ for a BMW specific supercharger, most known would be AA but there are others. Try thier site. If you go the FI route, you should have that professionally installed. But other mods could be done by yourself ie intake and chip. AA tunning
Now where to go...
I live in Bedminster, NJ and had to have my tires installed. Tirerack.com recommended a shop off of RT 202/206 that could do it, once in there, they told me that they also do installations of all sorts of modification. It doesn't really matter where you go, price wise, it'll probrolly be all the same between $75-$110 an hour. It all really depends on what you want to do. If you do any internal work ie., cams, you're looking at a more Bimmer specific place, that's what I would trust at least. There's a place in Gillette, NJ called Pinacle Motors near Shoprite. They are on the expensive side, the owner is a nice guy but raped me on a simple brake job. They do some mods i believe and work on Bimmer, Porsche, VW, Mercedes etc. I got they're number somewhere....
Note that of course it is cheaper for you to buy the mods yourself and install them, however, some garages will turn you away for that. The dudes at Pinacle would, the other place would most likely accept them, just gotta pay the $97/hr (i think it is).
You seriously have to consider what it is you want to do... exactly.
btw, you can do a search on the forum for specific mods, I believe most, if not all mods have been considered and mentioned in some way. D