For the de-chroming, MINI offers "JCW Pro" accessories that replace the chrome headlight and taillight rings with gloss black rings, but they aren't exactly cheap. A DIY option would be to get some 3M vinyl and wrap them, satin black or the di-noc carbon would both look good.
There are currently only a few tuning options in the USA for the F56. The easiest is the NM plug-in module. This is a piggyback that plugs inline with the MAP sensor and gets the ECU to make more boost, thus more power. It's simple and doesn't push the engine too hard, and quickly removable for discreet dealership visits. After that, if you wanted to get an exhaust, how crazy you want to get is up to you. I've had great experience in the past with Milltek's exhausts, so I would trust their F56 offering has great tone without being too loud. I've also heard the JCW Pro "bluetooth" exhaust in person, and it's fantastic sounding [if a touch loud] with it's remote-control exhaust cut-out opened up. I would currently not recommend any intakes or airboxes until we see some actual dyno results. A K&N or BMC panel filter should be OK, but the stock paper filter does have extensive surface area and I don't see it as a bottleneck. Further down the road, the USA market should get opened up for flash-based ECU tuning, which will really wake up the engine without inducing any potentially strange drivability problems that pushing a piggyback too far will do.
More hardcore things like camshafts and cylinder head porting are likely not within the realm of possibility on this engine without factory ECU tuning, as the Valvetronic 4 operation is hugely complicated [see my Under the Bonnet thread].
The last bit; handling. There are currently a couple good options available; the JCW Pro, and KW's line-up, that offer improved handling over stock without kidney-rupturing ride quality degradation. There's also NM's stiffer rear anti-roll bar that will reduce understeer. Concurrently with those bits, consider a stickier summer tire to take advantage of the stiffer suspension.
I hope that helps,
Ryan