M3....
As far as tuners... LME has tuned the fastest (Crash's) and the most powerful (bpd1151's) SHO... But Torrie (Unleashed is an excellent tuner... Mike B has posted a comparison thread and has used Unleashed in his flex and now LME in his truck. We're all waiting on his impressions... The mix is pretty equal as far as which tuner is used here... Since you have the SCT already Unleashed would save $. Keep in mind that it is possible to tune well beyond engineering specs of the construction materials used in our 3.5 GDIs. So if you're going all out consider a degree of rebuild for extreme tuning. All tuners have alterations for Tstat, DPs, CAI, etc.
As far as the tranny... Both of the above tuners adjust tranny shift pressures upward of the stock pressure for more crisp shifts.
You know that heat soak is the enemy of performance. Going to a 160 or 170 degree Tstat will delay this and perhaps speed cooling. I do see lower operating temps when cruising also. Both the above tuners adjust fan settings for a lower temp Tstat. But heat soak inevitably happens... Just cooler.
DPs will add about 12 AWHP if catted, and about 17 AWHP if non catted. This was on my SHO over about 9 BTB dyno pulls during the development of the PPE DPs. For less work, if you are in an emissions area, catted might be simpler. If you don't own one... Get a sensor socket to get the O2 sensors out and if possible dot the switch on a lift. Silent cruising, authoritative with brisk acelleration, and perhaps a slight drone at idle speeds at or below 650rpm.
On the dyno th DPs will improve flow in th exhaust and shift the available AWHP and TQ down to 1500-1700 rpm vs. 2000-2200 with OEM DPs.... Very noticeable increase in low end pull both on the dyno and the "butt dyno.
As far as a CAI.. In my car during the dynos above we compared the stock CAI with stock filter vs. no filter (we removed the filter box entirely so intake was directly into the "saxophone"). Hood was up and fan on the engine in all pulls. We found +/- 1to 2 AWHP difference (within software limits of error)... so get the CAI that looks the best to you and changes the turbo spooling sound to your liking.... And get one that cannot draw underhood air. Note that this data was with stock tune.... and both the tuners above may be able to improve this. IMHO any intake restriction is proximal to the filter box. It is also worth noting that several members have noted real time losses of as much as 0.1 sec in the 1/4 with AirAid which they got back the same day by reverting to stock.
Sorry for the long post... Regardless of who you choose for what hardware, just keep your vision of your ride in mind as you mod and Enjoy the ride!