Corners... After 2001, the E46 corners were changed. So that's why it's labels as 1999-2001. I don't think they'll fit for that reason.
M3Motorwerks has the 2005's for $100 a pair--->here
I'm sure you could find others, perhaps cheaper. Not that I would, but you could try Ebay.com for a cheaper alternative. Got a friend that did that for his whole car. They still work and look good too.
For angel eyes:
You could purchase a whole set from Umnitza for less than $800. That's for the HID assemblies AND the angel eyes preinstalled---->HID assemblies
However, if your just looking for the angel eyes as they are then you'll have to choose between DDE and Phosphyre lighting,
Jlevi has the DDE for under $200, I think Jlevi Angel Eyes
. And M3motorwerks has the Phosphyre's for under $300--->M3motorwerks
. And just so you know, imo, the phosphyre's are pretty damn bright.
I'm sure there are other sites out there that may have better prices.
Exhuasts: Active Autowerks got a nice sounding exhuast, as does remus. Infact, PM me for a video of a remus/GruppeM setup, unless someone can show me where to host the file.
I dont' have a site for the remus, but thier exhuasts are around $500.
Intakes: That's a toughy for me. I've been having a hard battle between them. First there's Conforti intake. It uses the existing intake piping which makes sence and a carbon fiber pipe with a foam filter by ITG. There's also Dinan's intake, which is a down pipe from the engine compartment to below the front bumper. Installation is a bitch, but from what other's have said, it sounds mean. Lastly, there's GruppeM. The most expensive of the bunch. It's look is real nice, sexy infact. All carbon fiber (optional kevlar, I think, not sure though) and I've read gains were more from the GruppeM than the Dinan. The GruppeM has a nice sound as well.
No matter what intake you'd get, you really ought to get it with the corresponding software, to better utilize what you got. Conforti has the Shark Injector (not too sure if they have one for your car yet), Dinan has.. Dinan, and GruppeM has Technik.
There maybe other sites of course.
Both the intake and chip are on this link.
I hope that these have answered your questions.