I would say in regards to the lights; Xenon's are nice but the problem is you can't buy them as a stand alone option. If you wanted to upgrade, it would be expensive (but cheaper than buying the package).
I am uber impressed with the stock radio. It has a lot more bass and quality than my 2011 128i did. HK adds a center speaker on the dash (I believe) and better audio drivers... Is it worth the extra $695? I would see if you can compare the two. Everyone's ears are different.