Induction kit on a diesel is pretty pointless if I'm honest, you'd benefit a lot more from a direct replacement airfilter (ie K&N). The only benefit the induction kit would offer would be increased noise, but even then it wouldn't be spectacular so not sure if its worth the additional pennies. If you want more grumble from the air intake, my idea there is simple in theory, but extreme in practice, it means creating a custom air intake, hooking up a big-arsed cone filter that has its own housing and direct cold air feed. But again, its a lot of work for little performance gain and purely for cosmetic noise, so principally its not really worth bothering with imo.
Replacing the exhaust is definately helpful, de-cat yields good results, anything that increases volumetric efficiency (ie bigger lungs at the air in, and a bigger colon for farting the air back out) is highly beneficial for diesel performance. I've been looking around some sites for complete replacement exhausts, but currently weighing costs vs having a custom stainless one made locally, so the jury is out at the mo.
A remap is also a great way to maximise/optimise your engines power potential. Just keep in mind that additional torque would benefit greatly from an uprated clutch, since theres a good chance the standard clutch will get eaten up fast if you're flooring it a lot.
Other options including increasing the grade of turbo... this is where it starts getting more expensive. Of course to support that you'd want to make sure all your hoses and pipes are in great condition, to me that means aftermarket hoses (I'm trying to negotiate a deal with Roose Motorsport on this issue at moment, waiting to hear back).
A diesel will never have the sexy grumble of an M3 tbh, but that doesn't mean it has to sound like a diesel when you plant your foot. The secret is in keeping the engine healthy, optimal, using quality parts to make everything 'better', and to stick to a strick servicing schedule to keep the engine clean etc. Its quite easy to make a diesel powerful to extend/maximise its potential, the real secret there imo is to maximise how the engine already works with strategic tweaks etc.