What exactly do you mean by, "upgrade?" It's hard to beat the stock wiring harness and fuse box in terms of quality and fit for the E30. No home enthusiast can hope to build a wiring harness of better quality and reliability than the stock E30 one (or the E36 one, minus the little oops that early ones had in the trunk lid). Given the cost of raw materials today, it would take a good $5000US of wire and shrouding to one-off duplicate the stock harness, and years of meticulous fiddling. I have worked on a lot of cars, and I can tell you that BMW has some of the best wiring quality you will find in any car. Honda gets cheap and splits looms anywhere it needs to in order to run the shortest length of wire possible to get connections made. The inside of a Honda dashboard is a spider's web and I can barely get my hand in some places because of the nasty wiring. BMW will run the harness a greater length around obstacles to keep the wiring compact and clean, even though it costs more (since you pay for it in the sticker price anyway).
There are "high performance" coil packs out there, but I think that they are mostly nonsense.
What can be improved in the fog light wiring?
As far as I am aware there is no direct E46 HID retrofit for the E30. Euro or US ellipsoid lights can have HID bulbs safely installed in them, though.