I just got a set of Style 37s for my E39. I will pair them with a set of Bridgestone Potenza Sport, as despite being a Michelin fan, I have yet to hear a good word for the Pilot Sport 5.
I also got a set of new door sills, a set of E38 interior door handles from solid metal and with LED lighting, a set of shadow line window trims and half a set of Technical Graphite interior trim. Also, I installed a leather handbrake handle and upgraded the brakes with the 324 mm front disks and ventilated rears from the 525i and up, since the 520i came with the brakes from a 1.1l Peugeot 206 and I've managed to cook them quite a few times now. Oh, and I also got a new spare wheel, which can fit around the new brakes.