Hi BBthumbhealer. Congrats on your WagonR!
I am sure you would have got the delivery by now, but would like to help you anyways.
1. Alloys and Tyre Upgrade:
I agree that WagonR tyres are skinny (infact most cars from the manufacturer have skinny tyres) and I myself own a Vxi. The lesser the difference (0.6% in this case), the better it would be for your car. But, 185 section tyres would simply mean going overboard and spoiling the ride. I think 165 section would be the best bet as it is viable for WagonR, gives a decent balance of comfort and handling, and would be enough for a WagonR to lose the 'skinny tyre' badge. If you have not finalised to go for 14"ers, I would recommend 13"ers with 165 section tyres as 165 section tyres in 14" would mean a thinner sidewall (less than 65) and a harsher ride on bad roads. Also, you will have to accept that changing from the stock size and configuration of tyres and wheels would have an effect on the suspension and would certainly void the warranty. You can enquire from a Maruti official whether 14" in stock size as the Vxi would void warranty in the Lxi or not? I think it would not.
A good music system is a must for a good car! Since you want to retain the factory-fit look, I would advice you to get the OEM
Vxi head unit as nothing else gels better than it. Regarding speakers, you can go for Pioneer, JBL and other brands also. I am not an audiophile and other members would provide better decision in this area. However, don't go blindly for ICE parts without having a demo of the setup.
3. Fog Lamps:
Fog lamps are readily available at aftermarket shops for less than 1000 bucks but they lack on part quality. They would hardly last 12-15 months if frequently used in rainy conditions. But, the plus point is that MASS charges around thrice the amount for the fog lamps and; although they are better quality ones, the fear of damage is always there. I think an aftermarket part would be better, rest it is upon your budget. Branded ones like Hella would significantly cost closer to MASS prices. Do clarify whether you're looking for Aux lamps or Fog lamps?
At MASS, the prices for a set ofORVMs would be around 7-8k and you will get only electrical adjustment with them. If you want the manual adjustent, you'll have to enquire about them at aftermarket car accessory shops. I think they would definitely have one with internal adjust. Prices would be under 1-2k for a set. Another option is to get mirror covers with integrated blinkers. The cover would fit on your existing ORVM and would give a much more bulkier and better look. They would have a blinker in them and would be available under 1k for a pair. However, the look of the Vxi ones would not be achieved.
5. Security System:
The latter option with keyless entry would be a better buy anyday. It would be more in times with today's technology and would be more convenient also. Basic central locking with remote lock and unlock are available for 4k (Autocop) and would also do the job. Preferred brands are Autocop Dx, Xenos and the likes. A gear lock would be an added advantage in any case, so you would be better off with one installed.
Since yours is a CNG version, do install a fire extinguisher in the car, for your safety and your loved ones.