I would definitely do an intercooler and boost tubes next. There is proven horsepower to be made there by making things less restrictive. The boost tubes alone are capable of 10whp! You could also replace your turbo inlet hose and get rid of some restriction there! Check out the dyno charts on those mods here:
Intercooler
http://www.altaperformance.com/produ...r-Upgrade-R56-
Boost tube upgrade kit
http://www.altaperformance.com/produ...be-Upgrade-Kit
Turbo inlet hose
http://www.altaperformance.com/produ...rbo-Inlet-Hose