Now, you read lots and lots and lots and LOTS of other peoples posts about config live and what they do with it. You also read all the tuts you can get your hands on. Then... you read it all again so that it sinks in good and proper. That's all i ever did.
In truth what you do now only depends of yourself. What do you want to do? If you wanna install more apps and dash's then you read tut's on that stuff.
The sky really is the limit now you have a working X3!!
But i think everybody here will agree, do as much reading as possible if you want to get the most out of your new chip!
Have fun!