By the way, congrats on the decent outcome after your accident. Here are my comments on the specific things that you mentioned:
-Front Mount Intercooler - great mod, but shouldn't come before a tune.
-Charge Pipe / BoV - great option if you want the BOV sound, but I wouldn't want that sound unless I drove a Subaru. Chargepipe/BOV will make your car sound faster, but it won't help an N54 go any faster.
-JB4 (newest version) - should be the first mod for everybody.
-Intake - I like the cold air intake sound, so if I wanted a good sound-oriented mod, I'd get this before getting a BOV. Again, it won't really give you a notable power gain on an N54 (although some people have shown small dyno gains).
-Catless Downpipes - great mod if your state allows it. Otherwise, I'd get catted downpipes to avoid the hassle.
-Meth kit - this will give you a lot of power, but don't buy it before you install your JB4, intercooler, and downpipes/exhaust. I have a meth kit sitting in the garage, but I already have more power than I can handle, so I won't install the meth kit until/unless I learn how to handle the power that I already have.
-Oil cooler - not as necessary for a 135i as it is for a 335i (which doesn't have a factory oil cooler like we do). But if you really feel like your oil temperatures are getting high, just get teh CP-E intercooler with optoinal oil coole rattachment. It's the cheapest way to do it, and it will be effective enough.
-M3 hood - those are awesome.
-Carbon Fiber rear diffuser - looks cool, but not a lot of bang for the buck. If you have the money to spend, go for it.
-Carbon Fiber front lip - I love the way these look. I'd say you should definitely get this before the diffuser.
-Carbon Fiber Spoiler - I think this is the best exterior cosmetic mod for our cars.
-Oil Catch Can - Good idea, but you can hold off on it until after you get your walnut blast.
-Cat back exhaust - There's a group buy coming up soon for a quad-outlet exhaust built by some random shop in CA. Since you're thinking about buying a new diffuser anyway, you might want to consider getting in on that action.
-Walnut blasting - Great early mod, but make sure to get an oil catch can soon afterwards to prevent yourself from needing another walnut blast in a few years.
-Coilovers - see my above message.
Other suspension mods - front/rear sway bars, camber plates, M3 control arms, M3 subframe bushings. All of these will give you a better performance improvement than a chargepipe/BOV or intake.
And don't forget tires. It's always funny to see people who are putting 400 horses to the wheels and running it on factory runflats or "economical" all-season tires. Adding 100 hp is useless if you can't put it to the ground.
Also, lightweight wheels will probably give you a bigger improvement than many of the other go-fast mods that we mentioned already.
Oh, and better brake pads.
2008 135i Montego Blue sport pkg, premium pkg, Logic 7 sound, iDrive/Nav
Mods completed: JB4+ & FBO || LSD || BMW-P suspension + F/R sway bars || 18" Breyton GTS-R || M3 front bushings || Vogtland camber plates || BMW-P rotors + Stoptech pads |||| Acquired, not installed: BMS WW Meth kit || Logic HVI intake || Mishimoto OCC |||| Shopping for: Summer tires