Well, I had it down to a decision between the Dinan S3 package or just the supercharger, and decided to only consider the Dinan S/C -- not because the ESS isn't just as good, but because I'm NOT mechanically gifted, and it is worth the extra cost to have it installed by my BMW dealer, who will (at least to some extent) stand behind and honor the Dinan warranty.
When you added in labor (which the dealer is giving me a bit of a break on if I got the whole S3 package), and the fact that Dinan is currently throwing in the strut brace free with the S3 package, there was only about $3K difference (including sales tax, which is a whopping 8.3% or so here in WA) between the full S3 package and "just" the S/C.
So...I went ahead and ordered the S3 package, which will apparently take 4-6 weeks to arrive! I was thinking of just getting the S/C now, and perhaps adding other components later, but 90% of the labor for the S3 install is for the S/C, so it seemed to make sense to do the whole thing at once. When everything is said and done (including sales tax), the total cost of adding the S3 package will be just over $17K (I guess that's about $170 per extra HP!

). That's a big investment <gulp!>, but with only 36K miles on the 4.6is now, I figure I can get many years of enjoyment from the 450hp screamer she is about to become!
Thanks to all of you who provided info and input! I'll keep you posted...