Welcome and congrats! HPFP: is covered under BMW warranty. If you look under either the engine or maitinence sections there's threads (I think they are stickied) on the specifics. I believe the problem is now fixed with new parts anyway.
Wastegate rattle: should also be covered in North America. 10yrs if I remember right. Again, look in the same spots as above.
I wouldn't worry about injectors too much, at least just yet... but you should be prepared for...
Plugs and Coils:
Simply put, be ready to replace coils and plugs. Get plugs that are BMW/Bosch only as the Bosch ones with the same part number seem to cause issues in some. The correct ones will say BMW/Bosch. You need a special socket. COBB Tuning has a great DIY video
Oil Catch Can:
Pick up a BMS OCC. The N54 (2008-2010) especially suffers from oil blow by and contaminates the intake track. Once you get this, get the valves walnut blasted. Then replace the intake manifold gasket to finish the process. This is especially helpful if you are tuning it, but regardless will boost engine health and longevity. Our engines build up an insane volume of carbon, the OCC helps reduce this.
Oil filter housing gasket:
Replace as preventative maintenance. It will leak eventually.
Water pump:
Will fail. Replace thermostat at the same time and flush the coolant. Costs about $500 in parts.
Transmission fluid:
Flush/refill. It's "lifetime" fluid. Many users, mainly M/T, have reported a benefit from this. On this note the diff fluid is also "lifetime" along with the fuel filter. Is any of this needed... Well no, but your car will last longer if you change these at regular intervals.
On that note, sounds like you do your own oil changes. Look into Mobil 1 0W-40 and Castrol 0W-30 Euro Formula. Our engines love these oils. Get a BMW N series engine oil filter wrench, oil changes are a breeze.
If you have Xenon headlights, watch for headlight condensation and read up on it. The headlight covers have seals that will dry over time. They are like $20/ea to replace, it's worth doing. The headlight can get moisture in it (usually via pressure wash) and the water will fry the $4-500 ballasts if the seals are bad/too dry and shrink.
And that's all I can think of. Don't let the list scare you, this is basically worst case scenarios for failure you will love the 1 series
As for retailers...
ECS Tuning
Get BMW Parts
BMW South Atlanta
Rock Auto
N54 Tuning
Turner Motorsports (often more expensive)
And your local BMW parts dept.
AND finally visit www.realoem.com enter your vin and find specific part numbers and diagrams for any part on your specific vehicle. Also grab a Bentley 3 series (E90) service manual, ALL engine info is identical and much of the other parts and procedures are the same as the 3 series. Ie seats, steering wheel, guages, are the same.
You should look into BMW coding too - you can do some really cool stuff with a laptop and software.