Install the Urban Cooling Kit as others have said. My 2013 has it installed and I am in Seattle - the fan comes on all the time. In all types of weather. As others have said, the top shroud under speed shoves air on the back of the cylinders - which they need. Remember this engine was designed to sit side sideways and have air running over both sides of the motor at speed in a motorcycle. I actually look to see if the UCK is installed on M3Ws for sale - if it is not installed that tells me the owners never really drove the cars much.
For the exhaust, the Garage56 is my preference. Mine had the G56 already installed when I bought it - but the exhaust note is addictive and there is a big difference on throttle response versus a stock exhaust. I drove a stock car and could not believe the difference. And the owner of the stock car driving my car could not believe how much faster my car was compared to what he was used to.
A free-flowing air cleaner setup is also a must. There are several from S&S and others. Again, better throttle response. More air in more air out. I actually had to use my stock air cleaner with the G56 exhaust briefly and was surprised how choked the engine felt using the restrictive stock air cleaner setup. Throttle response went noticeably down.
On headlights- if you do not want to go full upgrade you can get LED bulbs that fit in the stock headlights. That is what I did and I am happy with them - although I do not drive much at night. LED bulbs are a good less expensive alternative to going with something like JW Speaker headlights.
And... have fun. You will never cease to get thumbs up, smiles, and questions from just about everyone. In close to a year of driving, mostly in the pandemic, and 3k miles I have only had one negative response on the car. A woman in her late 60s who told me, authoritatively, that cars can only have 4 wheels, and not, under any circumstances, 3 wheels!! Life is short. Welcome to the insanity.