well u really have not said how much you wanna put or your end goal. key to this world is to plan it out (money & whp number) but i will help u pick alittle.
alittle bolt ons maybe 500-1300 and 80k miles (dd)
put together a turbo kit (or a kit already together) for about 1000-3000. all new vs all used or a mix of the two. and boost 6psi with a tune and call it a day for 30,000 miles on a good stock z6. when it takes a s**t, buy other for 300-400 and hope for other 30,000 and so on..... (2nd time around i would go y8, same money, easy to get, alittle better, and easy to put it) this well be 175-225 whp
next is to do a low end build. just Pistons, Rods and Bearings. ($1000 if you do it yourself or pay other 600-800 at a shop. so 1600-1800) stock head. and a few alittle things like head gasket and other seals and gasket. (250 maybe) then with the turbo ($1000-3000) and tune ($300-400) you will have 250-350whp. about 40,000 miles.
then alittle more wild, intake manifold, cams, cams gear, springs, retaniners, fuel pump, injectors, and s**t like that. maybe $2000 and with the same boost make other 40-60whp more... (key there is making more whp with the same boost cuz less boost is safer.) so 300-400whp at 40,000 miles
and now the best of them all. FIRST NOTE!!! if you wanna go here think about it now cuz you can save alot of money saving up and just doing this from the start. everything above with sleeving the block (900-1200), full block (1500-3000 if done your self or shop) and head build (900-2000), a D to B tranny plane cuz at 400+ the d tranny is going to fail (600-1100 used or new) (note you will need flywheel, starter, and a few alittle things for b tranny) big injectors, fuel regulaor, throttle body, just all out!. look at i dont know (thorwing numbers out there) 6000-9000 and hope to god for 60-100,000 miles dd driving.
now all this can be WAY more detailed and money can be more or less with who you know and whp can be more or less on tuner and with what you buy. skunk2 vs ebay.
also note, alot of people dont know about d vs b vs h vs k vs there head up there ass. do homework on them all. they all have good and bad. i will start you off with B vs D. (lets say you put 3k of work in) B will make more whp. but the D can jump timing cuz timing belt goes to s**t or something with the head goes wrong and you well have it better off then the guy with the B.
and this is all power. not even moving into breaks, coreovers, springs, and other things be sides power. its a long road when its all said and done.... ask me how i know. started with things about getting a civic to save money and end up putting 18k and still going.....