Sounds like you have alot of searching to do, the sparknotes version is that there isn't a flat out "best" downpipe or intercooler out there, there is significant aftermarket support for our cars and many companies produce excellent product. Search around and you'll find numerous threads with reviews of all these various options, and are you talking about the Okada coils? They're very expensive indeed, and the jury is still out on them. Enrita and a few other high WHP E9x guys have been testing them out, i'm not sure what they concluded about 'em.
E88 FBO N54 Alpinweiss/Coral Red/Meisterschaft Race/Berk Resonated/Macht Schnell 3"/ER CP/Synapse/VRSF FMIC/FFTEC LPFP/HFS-4 DO Stainless Lines/BMS DCI/BMS Thermostat Delete/Rob Beck PCV Valve + Cap/BMS OCC/Cobb E60/ST Coilovers/M3 Front Control Arms + Tension Rods/M3 Subframe Bushings/Apex ARC-8/Project Kics/Macht Schnell Studs/Rogue Transmission Mounts/Alpina TCU Flash/Icarbon/Kerscher/BMW Performance/Cyba