Do you have any pictures of your X5? Sounds pretty damn nice!
Hamann makes a header for the 4.4 not sure if it will work woth the 4.6. Says it is for export only:
http://www.hamann-motorsport.com/index_start_en.php
With the increased HP and gearing is the trans the weak link? What kind of power can the trans and the rears take? Have you thought of adding nitrous? 100 to 150 hp? What are the stock rears in the 4.6?