Is this something to do with the annual p8ntballer.com Mods Top Gearesq shootout?
Piper has his A3
Tom his T5 Volvo
You in your 320d wagon
and Dskize his boom box on wheels
IMHO Tom's the winner in the performance and practicality stakes! (especially when he takes Dolly & her sisters out of the back
)
Joking apart, what I understand you are looking for here is a bit more punch, diesels respond well to this on the whole, the turbo's can work a bit harder and give a healthy boost to mid-range torque and a bit more top-end.
Obviously it would be foolish in the highest order to even think about not telling your insurers what you are/have done. Anyone who thinks that in the event of an accident they can grab the handset, grope around in the foot well for the diagnostic port and reinstall the standard ECU map is in serious need of their bumps felt.
As for your warranty, it would be advisable to talk to your dealer/service department, remapping shouldn't legally effect the terms of your warranty (unlike other some other mods) unless there is conclusive evidence that the failed component was directly affected by the modification to the standard software. i.e. this could be cited in turbo or clutch failure, however, if an engine component failed, the dealer and/or manufacturer could be awkward, however unlikley that the remap caused it. Many dealers are OK with remapping, some even do it themselves or have a recommendation.
I would personally steer clear of the induction and exhaust mods to a nearly new car, unless you really do want to loose the warranty. These also need a fair chunk of money thrown at them wisely to make noticeable gains other than just noise, plus you run the risk of having to un-modify stuff come the MOT.
I'm assuming the primary attraction of the Bluefin is that it can be returned to standard, either to keep it from the dealer, or to return it to stock for resale. There are other self installed systems about (particularly for VAG cars) that offer more than the Bluefin, including one with the nifty feature of totally disabling your car if you chose (useful if say you are going away and the thieving scum break into the house and steal the keys), or offering more than one mapping option.
There is no real substitute for a custom install, even of propriety software, especially with before and after rolling road dyno sessions, this will ensure that the most can be made of the remap to suit your car and an little flat-spots and glitches can be ironed out.
As for economy, you should at the very least maintain your current fuel consumption figures and most likely will improve on them. The answer lies with you, personally I think that Superchips have got a bit lazy and rely on their reputation, but then again they have a reputation to maintain and putting out a bad product is obviously not a good idea.
I would suggest you hop on to a BMW forum and try to find others with your car and see what their experiences are if any.