Your choice of Auto/Steptronic transmission is going to be different for each model. The 335i utilizes the superior, faster shifting, more reliable ZF transmission. The 328i still has the Getrag-sourced tranny that is better than before, but inferior to the ZF.
Transmission choice is a matter of preference. The 6MT is more fun, but the Step is more practical for all around ease of use. Keep in mind that BMW is putting the M-DCT in the E92s pretty soon.
Forget Active Steering. Everyone I know that's used it hates it with a passion. The changing of a steering ratio is very confusing. It's hard to get used to since it's harder to turn at high speed, and then at low speed it's so easy. It's basically made for people who will be driving through traffic in a metropolitan setting and will almost never make it off the clogged city streets. The turning feels different at every speed, and you have to learn to predict it. Not worth it. Also, dangerous on the track.
SPORT PACKAGE! You gotta love bigger seat bolsters and the beefier sports steering wheel. Well worth every cent, and I doubt anyone would disagree.
18's are great for factory wheels. Don't mess with factory 19's. If you really want 19's, get some aftermarket wheels. A safe route is always aftermarket CSL-reps. Otherwise, the sky's the limit. BMW 19's aren't that special to me (save the M6 wheels).
BMW Performance parts are always a huge plus since they're from the factory. That said, you're better off getting Dinan. It costs the same and you get better performance. Otherwise, other aftermarket companies have cheaper and better options for exhaust and a SSK. UUC Motorwerks has a fantastic SSK. As for exhaust, it depends on which model you want since the exhaust systems are completely different.
The final option is Cold Weather Package if you live in the North. Always a must if you plan on driving the car in wintery climates.
Buy whatever makes you happy. I'm in-between BMWs right now (sold my M3 and new car is being ordered soon), and it really sucks not having something with great power and handling. My Mazda is okay, but it's no BMW. The best thing you can do is research the hell outta which ever car you want to buy. Go into the transaction knowing as much as possible about pricing, options, technology, specs, etc. Also, go in knowing what you want.