My favorite mod has been the Tokico Illumina Struts and Tien S-Tech springs, by far, but I do love the sound of my magnaflow cat back exhaust, but short of a turbo, engine mods don't do much for this car until you start getting into big $.
If I could start all over again on my car, this is the order I would do it.
1. Tokico/Tien suspension or full coilovers
2. Kartboy Short Shifter and polyurethane bushings
3. AWR 21mm rear sway bar w/ adjustable endlinks.
4. Cold Air Intake (the ones on Ebay for $30 work EXACTLY as well as the $300 Injen) and a good filter
5. A nice radio, I usually recommend Alpine all the way around
6. Some pretty wheels with good sticky tires
7+. Exhaust, engine mods, etc.