Must haves are: tire sensors, parking sensors, lift. For me IRIS. If you like more noise (I don't, but it came with my car) sports exhaust (no significant weight savings and zero additional HP). Get at least light weight rims (apparently the only option that people say that they can feel a difference performance wise). For me, leather interior. I personally don't like the carbon fiber interior dash, but most people do. For me heated/memory/electric seats (although they are by far the heaviest option, weight-wise). I personally passed on carbon fiber brakes, but if you track a fair bit, and/or you just like that and don't mind the 16k, that may be a must have for you. Then get Xpel clear wrap for the car (it's a self healing plastic wrap that prevents scratches/road chips and is basically invisible). I did the entire car, most do just the front end. Lastly, get a good radar detector. Most dealers will install the escort 9500ci, which I got. They can integrate the display into the rear view mirror. I upgraded it's laser jammers with Laser Interceptors, which are even more effective. Xpel the full car costs ~5k. 9500ci installed is around 2.7k, laser interceptors are another 2k, I think.
The rest of the options are basically all ornamental carbon fiber bits and don't save any significant weight nor do they add any new functions/features. You're going to pay a lot for the aesthetics of carbon fiber bits, and you won't make that money back on resale. However, if you like it, you should get it. Just know what you're in for. For example, I have the MSO carbon fiber air brake. Saves nothing significant weight-wise, costs 7.5k I think. It came with the car I was getting and I definitely would have passed on it if I were building to order.
Hope that helps and good luck. Post pics if you get one!