Welcome and congrats on your purchase. You will love your 135i. I'm on my second one and absolutely love the car.
As far as exhausts go, A lot of people love the BMW Performance exhaust. It's not obnoxiously loud and has a nice european tone to it imo.
If you add the BMW Performance power kit you will get a very sporty popping and crackling in engine overrun.
There are two versions of the BMW Performance power kit. Version 1, which is a software tune only, and version 2, which is the same software tune, plus some additional cooling hardware that is said to be necessary for track use and such only. Obviously, version 2 costs more.
The main purpose of the BMW Performance power kit is that it gives your car an additional 20 horsepower.
Here's a pretty good example of what the BMW Performance exhaust and the BMW Performance power kit sound like. This is not my car or my video, but belongs to another member. This car is a 135is, which comes standard with the BMW Performance exhaust and the BMW Performance power kit, version 2.