[3002 tii]

The only exhaust that I know of that fits the 3.0si is Bastuck. Supersprint offers one but last time I checked, it was really meant for the 03-05 models, and thus does not fit well on the 06-08 models (it will hang too low). Arqray also offers one specific to the 3.0si but it is only a muffler.

The only software upgrade I am aware of is Active Autworks and Gintani although if it were me, I would go with AA (seems like based on recent reviews, AA has smoother power delivery although Gintani might offer more peak hp). Expect around 8hp increase for both tunes.

Filters, not really much out there besides Afe but they get mixed reviews, (check e90post under the NA tuning section). I'd stick with the oem box and just replace the paper filter with something else. I used to have great experience with ITG Air filters but I think they only have something for the m54 engine. I asked about 06-08 Z4s and they redirected me to the 03-05, saying it would fit but I was skeptical.

Exhausts for 03-05:
Supersprint (everything available, from headers down to muffler)
Milltek (midpipe & muffler)
Bastuck (midpipe & muffler)
Eisenmann (midpipe & muffler)
Dinan (muffler only)
Stebro (muffler only)

Exhausts for 06-08:
Supersprint (muffler will fit but it won't look right, but their headers, cats, etc "should" bolt-up)
Eisenmann (midpipe & muffler - also offers a dual outlet but requires new bumper)
Bastuck (midpipe & muffler)
Arqray (muffler only)

I might be missing another brand or two, ie I think Remus also offers a muffler for 03-05 but this is pretty much the whole list. And in terms of headers, Supersprint is the only brand I know of that makes headers for the N52.

End of day though, if you're looking to hit 25-30hp increase, exhaust and filter won't be the way. You're better off spending that same money on headers and high flow cats (both and ONLY offered by Supersprint). Then get a software upgrade, and ask if they can customize it around the fact you have headers. You can get ALL this for the same price you'd pay for getting a dual exhaust (conversion) & new bumper, so it's money better spent in my opinion.