lol what is the cheapest way to get a little more power out of my car, head work? cams, injectors ? what?
I'm going to try to cover a couple of your posts here, as we're not just here to help with technical stuff, but also with general advice.
You either want a turbo or you want cheap. You either want an M3 or a 328is. There's nothing actually slow about your car except the tranny. I've driven E36 328i's and they are bloody fast. But it's not as simple as bolting in a 5 speed and a turbo... this isn't going to be a cheap game, combined, or separate. 5 Speed you need a pedal set, master and slave cylinders, lines from the brake reservoir, and between the two cylinders, a clutch kit (beefy if you want a turbo), drive shaft, and shifter and linkage assembly. You better know a good wrecker or used parts guy, either that, find a E36 donor car with rear end or side damage and strip everything you need out of it in your garage.
A proper turbo job you need to do right unless you have a death wish on your engine. You need a @$$ load of new performace parts, but the main thing is you should really have the engine rebuilt before you do a turbo (IMO). There's no point in doing a turbo with worn piston rings and bearings, and really, that 5 speed needs to be in there first, or you'll be going though torque convertors like crazy.
The engine you have right now has plenty of power, and just like Joseph said, a Chip is where you can start if you haven't already. Then a nice cold air intake, and then a freeflow exhaust. Cams are not cheap. Neither is the labor, and I doubt you'd try them yourself. I wouldn't.
There is a multi trottle intake kit for your car, which isn't cheap, but it'll give you more power... with bigger injectors, bored throttle body, etc.
There are tonnes of options for E36's, but the 5 speed has to be there first.
Check these Tuners:
http://www.activeautowerke.com/ (Turbos)
http://www.uucmotorwerks.com/ (great stuff, like Short shift kits)
http://www.bmpdesign.com/ (Tonnes of great stuff... my favorite)
http://www.turnermotorsport.com/html/index.asp (lots of racing parts)
http://www.dinancars.com/Series.asp?Series=14&Chassis=11&Model=10&Class=Engine Tuning#3218 (Make a supercharger for your automatic!!)
http://www.kormanfastbmw.com/ (American racing team, performance parts)
These are all American based companies, and I (and others here) can vouch for Dinan, BMP, Turner, and UUC as being helpful, and have tricking out all my cars over the years. Browse their stuff and see what these things costs. Just remember, there is more to some of this stuff than bolt on garbage off Ebay. We are here to help, but we're not going to tell you to blow a few hundred on Ebay turbos and ask you how it went, and we're not going to tell you to spend $10G on proper system.
Really, I'd get that 5 speed in there, then call Dinan. Either that, or maybe you need to think about getting a different model, it's up to you, obviously.
What would be your budget for this car anyways, and what has already been done to it? (besides underdrive pullys... which I don't think really do anything most of the time)