First off thank you for the huge compliment sir! I'm glad I could inspire others to gets crazy with the beasts and the documentation that goes along with such a transformation. I look forward to your journal.
Regarding your questions lets break them down:
1. For complimentary mods to the coilovers I say it depends what you are after. If comfort in your number 1 priority, just the coilovers will do. If max performance suspension wise is your goal, then read on.
If you are looking at an in-between and could only do two mods suspension wise, it would be the KW's and the Powerflex thrust arm bushings in black spec. There will be some harshness from the thrust arm bushings, but nothing extreme whatsoever. The feel in the wheel and preciseness of the system afterwards is worth it.
For camber your settings will be off by a half degree from front to rear unless you get the oem -.5 camber arms. The only other way to combat this is with Powerflex's eccentric rear camber bolts. They allow more rear camber adjustment than stock.
So simply put, if you use my KW settings in height and shock, you will be at -1.5 front and -2 rear. If you want -2 front, get the oem camber arm. If you want -1.5 rear get the Powerflex rear camber bolts.
The last items, the black spec swaybar bushings would be the final piece. They definietly increased harshness a bit on top of everything else, but the beast feels much more solid and stable now in the turns. It's hard to describe. It's almost like they relieved the stress from the motor in the electronic swaybars allowing it turn with greater ease. You will loose comfort though. Nowhere near fully modded M3 levels suspension wise, but some non the less. The X5M with all of these mods is still more comfortable than my e60 M5, which is stock minus some monoballs supension wise for now...
2. Regarding all new oem front arms I have been chasing a vibration through the wheel from 55-70 under full acceleration. Switched wheels and tires, nothing. Rebalanced, nothing. Replaced all arms, 95% better. I'm hoping the wheel bearing replacement will fix the last 5%.
3. The KW's come with rear shocks, rear shock mounts, rear adjustment height links, and front coilovers, but no top mount for the front. You will need to use your existing oem ones. If your oem parts are old through either age or mileage, I would replace them. Much easier putting new parts in now than later. I'm a big fan of all new oem hardware as well during the install. Especially since some of them are technically one time use. It's cheap insurance to me. I'm weird like that. Plus if for some reason some oem fasteners or endlinks get destroyed during the removal process, you don't have a project stop situation.
This concludes the long winded response. Yes, it was some good coffee.