Keep to the BMW part IMO.
I once bought a full Miltek exhaust for an E30 M3 (from downpipes back). BMW wanted £1200 for a complete exhaust, the Miltek was £430 and supposedly a lovely stainless steel exhaust. Within 15,000 miles the Milltek became a rattling piece of crap - buzzy and all sortrs. When it was first fitted it didn`t even fit right either. Others with the same exhaust also experienced lots of problems, including spilt exhausts due to lack of support etc. Miltek did realease a version 2 of the product but hey, BMW spend a fortune on R&D - aftermarket suppliers can`t and don`t.
The BMW part is good for 100,000 miles and many years. A Milltek might give a bit more noise but could zap power.I don`t know why everyone wants more exhaust noise personally - Inside the car (the Coupe at least)it is noisey enough anyway and I don`t care if it sounds quiet from the outside.