There's definitely no comprehensive 1 thread for all of this, but I would agree that the piggyback or flash tune is a great first step (I personally have a JB4, but I have nothing bad to say about the other options). In fact, I would probably try a Cobb if I could because you can do tuning specifically for your car even remotely by sending logs and have someone (for extra money of course) create a flash specifically to get the most out of your car. Heck, even the most advanced JB4 now comes with the Cobb and they work together. That's a good first step for power.
For handling, there's a lot of debate. Except one - ditch the run-flat tires. A lot of people go for the M3 bits first, but other than that you obviously can get coilovers, swaybars, etc. The standard brakes are pretty damn good so a lot of people keep them.
I won't go into much more detail, because there is so much info out there that there's no way to really put it in 1 post. You mentioned common problems with tuning though, and one thing is the dealer warranty. Unless you have some sort of special relationship with the dealer many if not all of these can result in them denying you warranty work. Since you are in Kuwait I don't know what sort of laws there are about this if any, because in the US they can't deny you warranty work if you've modded something unrelated (i.e. they can't deny fixing your injectors for example because of your coilovers, or even exhaust), but it might differ where you are. Here in Russia they'd definitely tell you you've voided your warranty completely and bye-bye.
With regards to the best brands and models of stuff, I think you'll find a debate on most things, there's no clear-cut answer. And obviously the price ranges are vast, the most expensive downpipes can easily be over 2x more expensive than the cheapest, etc.