I ordered a 330Ci with European delivery- ZHP and Nav. Even though the ride is harsh, and I did complain a bit about the 18" wheels 'tramlining' (following grooves in the road), I am glad I got it. The ride is sportier and the best thing about the ZHP is the body kit really makes the car stand out over regular sport package cars.
As for Nav, driving around the unfamiliar streets of Europe, the Nav was simply a Godsend. We'll see how much I'll get from using it when (if) my car ever makes it back here...
One more thing to remember about Nav- you can upgrade your Nav to work with your BlueTooth enabled cell phone, so you can see your address book on the screen and dial using the nav interface. Pretty neat, but I'm told it will be $500-700 to do the wiring. If you order the car and want to use this feature- don't order BMW Assist (or it will just be disabled on cars that already have it).
Lastly, I'm not a big leather fan, so Alcantara suited me fine. I definitely hate leatherette, so this is a better alternative. My car is leased so I'm not worrying about the fabric wearing out after 5+ years