First off...Congrats! You are going to love it. I am in love with my setup on my cab running the full AA exhaust system. Damn does she scream.
The best way to handle it is either get MaxPSI to install it in NJ (as I read your in NY) or take it direct to AA and let Viral and Scrappy handle it for you. It would be best to have the car there for tuning adjustments that may be needed IMO.
My work is an AA dealer and installer. We have actually sent 2 of our euro E36 M M powered cars to have custom kits done by them. I have never felt more comfortable leaving cars somewhere, and not even my own family drives my cars.
AA can look over and address any issues you may have while it is there, have you seen the facility? Top notch.
Viral arranged transportation from our door to theirs and back in a breeze.
As far as what else to do:
Suspension check over (Who wants all that power and worn suspension?)
Brake check over (BBK not needed but great upgrade or even to CSL)
If you are like me, make sure you have a windscreen because top speed runs with the top down is fun! 300km/h happens real fast from 120km/h