Welcome to the forum. I haven’t had any personal experience with plug in tuners boxes, but from what I have seen, the JB+ and NM Power Module seem to be the most popular. I do not know if the JB+ has any issues, but people seem to like them quite a bit, and they end up being kind of a stepping stone towards an ECU tune. The NM Power Module has had some reports of jerkiness or a stumbling on the high setting. That said, a friend had one on his R60 until he got a tune, and he really liked it, and said he never had any issues with it at all.
Exhaust is kind of a personal choice thing. It depends on how you want it to sound. Some like a quieter exhaust, while some, like me, enjoy being able to hear it from the drivers seat. And what tone you like will shape your choice as well. You really won’t see much difference performance wise. Exhaust mods are mainly about sound. I have a very simple setup. I run a catless downpipe, which is then straight piped from the flex-joint to the factory muffler (I really like the beer can stock tips) the only other thing I’m considering doing is putting in a Y and pipe it to the tips with a muffler on each branch past the rear axle. But no rush. It’s kind of loud, but has a nice deep tone and sounds ...... strong. The pops are gunshot loud.
you can save some $ on the exhaust IMO since it’s not really a performance thing. As long as you get rid of the restrictions that create back-pressure (cats, stock flex pipe, etc.) you’re ok.
If your are not getting tuned, you would get a CEL with a catless downpipe, but you can remove the second cat and resonator for a little better sound with no issues.
Some of the exhaust systems out there look and sound great, don’t get me wrong, But I prefer personally to spend that money elsewhere on the car that will produce more noticeable results on the butt dyno. For instance a bigger intercooler is always a good idea.