What year model is the "gently used" MS3? Is it generation 1 (2007-2009) or generation 2 (2010 and later)? It makes a difference regarding order, sequence and safety of mods.
If you are looking for a power gain, mod #1 with either platform is a good aftermarket intake, either CAI (my preference) or SRI (majority of this forum). Intake alone transforms this car. Stock intake is extremely restrictive. Any well-designed aftermarket intake (search and do your homework) will give you about 15-20 whp gain! Single greatest bang for the performance buck you can spend. Do that NOW.
Mods in my signature are typical of bolt on's used on gen 1 cars safely. Once you go past intake you do need to be able to monitor your engine for basics like AFR's, boost and high pressure fuel pump pressure in order to stay safe. If your fuel pressure under load stays at or above 1600 psi, preferably 1700 psi, which many gen 1 cars do, you do not need a fuel pump upgrade. I didn't need that upgrade and still don't even with a fully catless 3 inch downpipe and racepipe into the stock CBE. But some need the pump internals upgraded, so be careful and know your pressure.
BTW: Whatever you do, if you are modding on a budget and are focusing on power mods, please know that the stock CBE is excellent and outflows the turbo itself. Unless you have modded the hell out of the car to the point of getting above 300 whp (which is hard to do on the stock K04 turbo), you'll not pick up much in power gains with an aftermarket CBE, only a change in exhaust volume and/or tone.