Alyk--
My Clubman (not S) has just gone into production today so I such finished making similar decisions.
1. tire size--factory configured, correct- to avoid run flats (and their high replacement costs and rougher ride) 15" are the only option. There is a dealer accessory option of 16" wheels but it doesn't specify tire type and I guess tires are additional $$.
I chose the A.S. 15"; I live in Boston and go up to ski country regularly (plus our own bad weather). The 15" All season are relatively skinny which is better in snow. If not sufficient I can add snows to 15" rims and use AS for other 3 seasons.
If you are concerned with comfortable, quiet ride go for 15".
2. exterior lighting. I got the Xenons but no fogs or driving lights. My concern with Xenons was glare to other drivers but then read on "Car Talk" (Tom and Ray from NPR) that glare is typically from poor beam adjustments with non-factory install and from fake xenons. Here is a link:
Car Talk
I didn't get the fogs because even living near the coast there just isn't that much fog. Also a google search shows that the vast majority of people misuse fog lights, having them on when not needed--some parts of Europe have strictly enforced laws about fogs because of this. When reading lots of Mini enthusiast posts it seemed to me that many were just going for aesthetics.
I am hoping i can use the empty fog holes to hook bow tie-down lines for a canoe on the roof since there is not other place to hook them (I got under a Clubman at the dealer to look).
The driving light extra are not needed with modern halogens or Xenons--they are really just for Mini rally car look.
3. Alarm--My insurance does not give any additional discount for the alarm which solely sounds the alarm since the car already has the immobilizer. To me that tells me that the alarm isn't doing anything worthwhile. (it someone breaks the window and the alarm goes off you still have a broken window to deal with and they probably still grab whatever goodies are laying in the car like an iPod or Nav system.)
My insurance gives 20% off comprehensive for the immobilizer, nothing for alarm, and an additional 15% off comprehensive (not off total insurance) for LoJack. The LoJack would only decrease annual cost by $35 for me which means it'd take 20 years to pay for $700 LoJack cost. Other than NYC where LoJack might make a much bigger difference on insurance costs I assume that these numbers hold for other locales. And lots of opinions on googling "is lojack worth it" voiced the sentiment that you don't want your car back after thieves have had their way with it.
I too was trying to be cost and consumption conscious with choosing options, with not forgetting the $1+K in tax, the $400 in title ,reg and fees from dealer, and the doubling in my insurance over the old not-quite-beater car I'd been driving; so if bells and whistles weren't truly functional from an objective point of view I skipped them.
Good Luck!