NO, NO, NO. But it is your choice. My background is that I used to work as an auto sales person (Chrysler and MINI) and as a Finance Manager (Chrysler).
I would say no to under body spray coating of any kind on this car. It will muck up your undercarriage and benefits are debateable. I also wouldn't go for any other kind of dealer installed corrosion protection. This is both because it is not a good value and there is potential to do more harm than good.
You could do paint protection yourself, but if you want to have them do it, and redo it every 6 to 12 months, then it might be good. It is also a big dealer profit center!
If you want some interior protection for cloth seats and carpeting I would do it myself using 3M products like ScotchGuard or similar stain resistant protection in a can.
Does the wheel/rim package include flat tire protection (free replacement or repair)? My wife has flat tire protection and rim repair/replacement for her 330i, and it has paid off big time, but that is because she has had 3 flat runflats in about two years, and she is running 18" M wheels so the tires are low profile runflats. Brutal. They go flat just looking at them!
This might be worth it for you. But check how much they are charging you, and see if there is any wiggle rim. If you combine it with paint protection or interior protection then get a package price, and don't agree to the first thing they offer you. Also, you can always say you'll think about it and decide once the car is closer to being ready for delivery. These things only take their service department a couple hours, so you could have it done the day before you take delivery.
These things are huge money makers for the dealers and the finance managers, along with any extended warranties, which are usually not a good value proposition.
I would also check Edmunds.com and maybe Consumer Reports to see what they have to say about these items.