As has been said above, from the outset you need to know exactly what you are trying to achieve in order to get there. When you say you want to improve street performance, what is it that you find wrong with the OEM suspension and set up which makes you want to change it? Why have you opted for H&R coilovers and have you first hand experience of this suspension on a Z4MC? Are you doing the installation yourself?
Before installing the suspension, make a good note of the existing ride height at each corner, and when adjusting the height of your new kit, make sure you drop by the same amount at each corner. I know a lot of people like the "slammed" look, but it doesn't always improve the handling even though it lowers the centre of gravity of the car. Make sure that you keep the ride height "practical" so that you can drive the car around without risking damaging it on kerbs, sleeping policemen, sloping driveways etc.
Camber/castor plates can be very useful so that you can adjust the geometry to improve handling/performance. I think most people focus on the negative camber gains, but castor adjustment can actually achieve a dynamic negative camber gain without the need to increase static negative camber. It is possible to obtain camber/castor plates which have the bearings mounted in polyurethane (I have these on my Z3MC) which doesn't increase the NVH so much as solid plates. I believe Vorshlag make these for the Z4MC. I'm sure that you are already aware that you can adjust from camber a little by removing the locating pins in the front OEM top mounts, so it might be best to experiment with this before opting for camber/caster plates.
Rear top mounts which allow the dampers to be removed from inside the wheel arch are most useful and there are a few different makes, but Rogue Engineering top mounts are probably the best known. There's a cheaper alternative using BMW parts which I've described here:
http://www.z4-forum.com/forum/viewtopic.php?f=9&t=38918&start=30 in my post dated 28th June 2012.
I can also recommend fitting a Rear trailing arm Limiter kit. There are 2 different types that I know of: Turner Motorsports and Rogue Limiter shims. These prevent the trailing arms moving laterally in their brackets, thus preserving rear geometry.
Getting the geometry set up right can also considerably improve handling as does ensuring that your tyres are at the optimum pressures.