Hi there, the N52 is a pretty popular engine and it's nice to be looking at a NASP engine.
Depending on where you are in the world your experience will vary, as emissions regulations will often limit your tuning options and not all mods are legal in all areas.
The intake manifold from the 330i is much better than those fitted to other N52 engines, it flows more air and better directs this air, and you really feel this improvement at the top end of the RPM range, so it makes sense to source one of these and swap it out. Power gains for this simple mod can range from 22hp to around 30hp depending on the base model with the 325i making more power. Air filter improvements are negligible at around 5hp, but it will give a nice intake sound.
The DISA valves are quite an impressive innovation and ensure the fresh intake air is directed exactly to the cylinders which require it, this avoids much turbulent flow associated with a conventional intake design.
Remapping the car is one of the best mods for most cars and no exception on the N52, who to go to depends on where in the world you are, and there are lots of specialists around. Don't pay too much attention to the peak power gains quoted, the torque curve is what you should pay attention to the most. 15hp is generally the extra power you'll have to play with after a remap.
Tuning boxes are also available for these, which are easier to fit and remove than a remap but the gains are not quite as impressive, with around 10hp more.
Exhaust mods will generally net around 5hp more power, and sports cats and decat options will help release more power than just a straight exhaust swap.
Beware of FREE software, you don't always get the support you need, there was an OPENECU project a few years back, not sure if it's still going.
The only units I have a passing familiarity with are
TOAD PRO, Alientech K-Suite & EcuTek none of which were free. I have also used the VAGCOM on Audi and VW cars, but that is more of a simple diagnostics tool.
I would suggest you turn to someone who can sell you a map, so you get to add the map yourself but someone else has sorted out the maps.
This is quite complex, and, I see quite a few people having a go and usually ending up with lots of smoke or flat spots at random points. Make sure you read up thoroughly on the subject, the last thing you want to do is brick your ECU.
Hello there and a very warm welcome to TorqueCars, it's great to meet you. We hope you enjoy your time here, it is a really friendly place with everyone here ready to share experiences, swap tips and talk about cars. You'll fit in really well buddy.