Anything in the fuel and ignition system that hasn't been refreshed should be done. If you haven't done plugs lately you should replace those.
The fuel filter has the fuel regulator in it and that pretty important to be consistent so you should make sure that's been replaced recently.

If you haven't checked the rubber bits in the drive train, you should inspect those too. Think engine mounts trans mounts, guibo, center bearing, diff bushings etc. If you haven't done your diff bushings yet, they are probably already torn. I replaced mine with poly because I tore two sets, granted, ten of thousands miles apart but you be adding a significant amount of power and there is a lot of slop in the rubber diff bushings...
The supercharger in my car added over 100 HP and ft lbs of torque. That's pretty significant.

Good your going with the VF because ESS has discontinued the TS series for the e46. The centrifugal should make some decent HP, it will just be further up the RPM band than a twin screw...