answer Q1 - no, i was looking to do this (roll window up/down by holding the lock/unlock button) similar to older infiniti and nissan/audi car but this version does not support it.
Q2 - don't have "i" products so you're on your own
Q3 - Not sure why you want to retrofit it; are you planning on getting bigger screen? if so, NO one here has attempted it. People do get aftermarket headrest screens installed in their cars and hooked them up with the main dvd player so you can watch 1 movie on 3 screens. Search on this forum for that post
Q4 - it seems like you do have to use the dealer for updating the NAV because it's a Hardrive based. With a DVD, you can just buy a new one, pop out the old and in with the new.
Q5 - You already have the newer version of the M so you shouldn't really need to do anything else to it. I like the front end of the newer M model and without the front plate, it looks pretty impressive. Not so much in love with the rear as i like the older 06-07 M rear better. As for performance mod, it's always nice to add the exhaust system to the car and then retune (if possible) with Uprev company/software.
Now i have question for you. seeing you have the 09 M, does your car has the 5 or 7 speeds? how is the MPG on the car with normal/average mix hwy and street driving?