Z4 Coupe (E86) 2007 Z4 M Coupe

Just purchased my 2007 Z4 M Coupe (saphire black). I'm new to the bimmer forum and could definately use some recommendations on a great deal of upgrades to my Z4 M. I would hate to do somthing that sends me into a lower performance bracket simply due to the fact that I'm not the smartest person in reference to performance upgrades.

Initially I would like to upgrade the headers, cat, and full exhaust, so any recommendations regarding that would be great, I was looking at the RPI exhaust but I would like to know what would be the best headers and performance cats for my coupe.

If you guys have any recommendations please let me know, My Z4 M is basically my 3rd car in the family, I have it as my weekend toy and love to drive it so I want to make sure I go with the best of the best for performance upgrades.

Please help.

Thanks guys.