The dealer or online merchants is the best source for new parts.
For parts like headers, there are a number of BMW oriented web sites. Most have a classified section.
http://forums.bimmerforums.com/forum/index.php http://www.bimmerfest.com http://www.r3vlimited.com Google is your friend. The more up front work you do the faster folks will step up to answer your questions. Almost anything you want to know is out here somewhere.
Good luck.
Than