AA is defintely a great way to go, but considering you have a new car I would highly recomend the new Dinan Supercharger. They recently released it in their new e46 M3 car, the S3 M3. It is about the same price as AA. I understand how great AA's customer service and instllation is, but there are other companies that can install great products just as well as them.
ESS also probably makes a supercharger for you, although I just dont know much about their systems right now.
I think it's what you are looking for while also maintaing the factory warranty and on top of that, if BMW wants to be a bi**h about it, Dinan also backs up the car with a warranty for the same time period as the manufacturers warranty.
And fuck KO performance, youll get shit customer service while only savign maybe $500 on a system that demands pure service. I dont care what kind of hookups you have there Rooz, their website sucks and is very uninformative.
Now what i want to know is how you get 387 horsepower (wheel or crank) with just a CAI and exhaust. I think it's time you update your mod list.