As Bojan Kahvedzic mentioned above, you're probably going to shorten the life of your engine and related drivetrain components with any hardcore tune. The N54 engine already runs hot and is prone to go into limp mode if driven hard on a track stock, so adding a chip will only exacerbate this issue.
Dinan offers a more sophisticated, expensive tune, but they don't make as much power as a Procede or JB3 chip. On the plus side, the more conservative tune preserves engine life…a little.
Nevertheless, it's up to you if you want to go the chip route. It's a ton of fun, but keep in mind the risks you're running. Looking back, I definitely would have tried the JB3, but I certainly would not have kept the car beyond the factory warranty.
Here's the best source I've come across for comparing different tunes.
The 335d's engine has a US only emissions technology called BluePerformance which involves a small urea tank that needs to get replenished at an annual basis (at a fairly low cost, like the price of a tank of gas). The urea reacts with the NOx to produce H2O and N2. This is required to meet emissions standards in all 50 states.
Not all engines require this technology, so BMW might be able to bring the diesel from the 320d without adding it, otherwise it would be a fairly large expense for them to take on. In the meantime, the best way to ensure a 320d in the US is to get more people buying 335d's. Otherwise it's unlikely to happen as Americans don't really understand diesel.
It is true in general http://www.autoblog.com/2010/10/… and historically has been true for the BMW 3 series. There are different theories – conservatism of the buyers, some color experts says it is an aspirational color (as in silver is more obtainable than gold as a metal – although BMW does not make that many gold colored cars), most likely a combination of easy to clean, does not show dirt, does not show scratches, and conservative preference.