sinaquanon,
I love your review. I have a couple of comments and recomendations. As far is the lighter rims, consider the Kosei ones, I just put some 17x8.5 and they only cost $165 a piece, but get this, they only weight 16.8lbs!!. You would have to spent $$350 a piece to match that(OZ ultraligeras,SSR,BBS forged, etc).
As far is the brakes, I will leave them stock, I keep reading that after 13" and bigger there is no much difference on stopping power, the stock rotors are already 13.6", that is huge!! but the best part is that you can run hard on the car and BMW will replace the rotors for free, that is a good reason to not upgrade. Are you unsatisfied with the stock braking power? Cmon man, compare the 335i braking power with the competitors like the Evo or STI, the BMW actually brakes equally or better.
I would go ahead and do the sway bar, it is cheap and it helps with the body roll. And last but not least, I had a Porsche 911(964) Carrera 4 Cabriolet, I know where you are coming from
the BMW just delivers the whole package(performance, braking , acceleration, gas mileage, warranty,appeal,funtionality)
my .2c