When you need to replace the brake discs, shop around for aftermarket slotted ones. Look better and cheaper than OEM!
For oil, I would even go for a 5W40. I ordered the Motul 300V 5W40 ordered from opieoils.co.uk. Motul is slightly better than amsoil, but is more expensive.
You can sign up for an account to get special discounts, just have to mention your forum and user name.
I got EBC Yellow front brake pads for roughly 80 Pound delivered from brakes4u.co.uk. Discount available as well.
Front head light.... Why would you need to replace this? I can understand you might want to upgrade to '06 lights, although I wouldn't spend the money on it. 06 Rear LED lights are highly recommended though!
Instead of the Nismo air filter, get the K&N one. Cheaper and if it would make a difference, this one is better.
Regarding service prices, it seems to be worth it to shop around a little! To save money, don't let them do anything you can do yourself like replacing brake pads.
Ask the dealer about the extended warranty price. Don't know if it's possible to do it by an independent company in the UK?