Welcome and I believe you have made an excellent choice as well. To answer some of your questions, there is no way to fully turn of the ESP. You can use the button to disable it but if things really go bad it will still kick-in.
I have taken mine to the track and can tell you that ESP doesn't kick-in very much in those conditions, so you shouldn't really notice it in spirited driving. Turn ESP off for off-the-line digs and practice power-braking for launching the car. 1500 RPM or less will work fine for a good launch.
At the track my instructor had an M3 coupe. We drove both cars. I am glad I have the CLK55 AMG. The feel was very different. I kept waiting for his car to pull but it felt pretty flat until the car reached high revs but by that time we were hitting a corner again and back down to a lack of power at low revs. On the other hand, I loved the CLK in and out of corners because of the power- and the straights.....very big smile!
Here is a list of common modifications:[list=1]
- Green Filters (Like K&N but better in MHO)- $110 or less
- SS Brake Lines and High Temp Brake Fluid- $150 or less
- Performance Brake Pads- $150 t0 $300
- Radar (Escort, Valentine or Bel)- $400 to $500
- ECU Reprogram- $350 to $1,200
- H&R Springs- $450-$500
- 19" Rims- $1,000 to $5,000
- Big Brake system (i.e Brembo)- $4,000 or more new for front
- Tires (Michilen PS2 or Eagle F1 DS-D3) $900 to $1,400
- Cams, Headers, etc.
- Forced Air Induction Systems- $10,000 or more
*No need for exhaust as already 3"