The HK system is well worth the money for me. The quality is perfectly fine for my not-so-sensitive ears.
The alarm and wheel locks are not standard items, but can be installed quite easily at the dealership once the car arrives. If you will garage your car, alarm is not worth it in my opinion.
Also, I would advise you to read the following link. It may make it easier for you during this phase
Bimmer Ownership Phases (very long)