Welcome to the forum Carlos. I would like to congratulate you on your purchase of your first car and I am glad you are satisfied with it.
First of all, I just want to inform you that you wouldn't be able to put a lot of engine mods into that 3.0 engine. But as far as I can tell, you only want to upgrade the cosmetic/exterior part of the car.
As for wheels, you are welcomed to choose any wheels you like as long as they fit the car (I believe yours is also the 5X112).
An example of awebsite you can visit to find some wheels:
www.tirerack.com
You should also find a reliable shops in your area. I am sure there are couple of members in this forum living near your area. You can ask them questions in the "Regional" section of this forum. I am sure they will know and inform you of trust-worthy shops in your area.
Tinting your taillights can be done easily by your self. There are two ways to do this: the tinting (using tint sheets) or the spray way.
It is really up to your prefferance on which way you want to do it but the DIY section of this forum should help you out.
Anyway, B6 is the model/body style of your car. Here is the quick break down for you:
1997-2001: B5 (my body style; my sig)
2002-2005: B6 (your body style)
2006-now: B7 which are the most recent body style.
I hope that I cleared some of the things for you. Once again, welcome and enjoy your new car.