I would definitely start with the exhaust compilation thread first (below)
https://www.zpost.com/forums/showthr...ust+comparison
Headers will change the noise volume the most - depending on your tastes and/or tolerances you may stay with stock mufflers there. YouTube is a solid resource but as always it is hard to replicate the exact sound in a phone recording. There is a decent contingent of Z4M owners in Toronto, it would be a good idea to hear setups in person if you can.