I have a Glock 35 and will run in .40 limited.

I am wondering what do people recommend on mag extensions and are mag wells allowed in limited?

IDPA doesn't have a "limited" class.  You'd likely be shooting ESP and, as far as I know, as long as it fits in the box and is to weight you are gtg.  There are a lot of rules on accepted modifications though so I would read the rulebook.

You can absolutely use a magwell in USPSA Limited.

ETA: I like SLR.  I am not crazy competitive though, I just like running around shooting silhouettes.

I am sure some more hardcore people will have better suggestions.

here