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Congratulations, and welcome! Your choice of mods will be determined somewhat by what you want to do with your new Clubman. As you mentioned, there are few power mods for the "justas". The most popular mods seem to be the NM torque bushing insert and a larger rear sway bar.
Ferrari said their formula one performance was 25% driver, 25% car, and 50% tires. Tires make a measurable difference in accelerating, cornering, and braking on the street as well.
I did the DDM cold air intake to my 08 Clubman. Gave it a good sound, but any performance boost was negligible. Wanted to do the rear sway bar, but ever got around to it. My son took over the Clubman as I just bought a '12 Roadster S.