Oi Vey. A lot of different questions with a lot of differing opinions.
I do not know about the tune but for CAI you have a choice between K&N, or CRAB intakes (look up a guy named Lampoon on here) and there's one other brand...Tornado, maybe? I don't know. I plan on getting a crab one of these days.
Haven't felt the need to mess with my exhaust...so I can't help you there.
I use Mobil 1 Extended Performance with a Mobil 1 oil filter, however, I follow the oil life monitor. You'll hear a lot of arguing about basestocks Group III vs. Group IV vs. Group V. Royal Purple is good stuff...known to be Group IV. Expensive...but good.
The only fob trick I know if is that certain cars are able to have remote start installed easily.
I am planning on installing hood shocks, a CAI kit, auto-dim rearview mirror with compass and homelink, and a Fumoto drain valve...after that my mods are probably done.
Welcome to the wonderful world of G6s. You'll love the car.