What have you done so far? N54 or N55?
It's an N54 and the only thing I've done so far is the JB4. Running map 5 with 99RON fuel at the moment but next on the list will be downpipes. Can't decide whether a DCI (Dual Cone Intake) is a good idea as opinion on forums is split (argument between heat soak vs extra air). Conclusion seems to be that at higher boost the benefit from additional air outweighs the hotter IATs.
In terms of reliability, there is a vast number of N54 335i's running JB4, COBB etc and very few horror stories. Common issues seem to be the high pressure fuel pump and waste gate rattle (not a performance issue). I did some logs last night and all of my parameters look absolutely fine. Of course, the more power you squeeze out of the engine, the more likely it is to bring previously un-noticed issues to the surface.