I have had Stance, Buddy Club, Tein, PBM, and Megans so far (coilovers). I liked the feel of the PBM's on track the most BUT every car has been set up a bit different. The PBM's will run you a touch over 1k. I've had ISIS arms/rods on two cars now and I never had an issue. One of those cars was sold a good buddy who has dd'd the car for almost three years now. He hasn't had a single issue. As for sway bars, I had a set of 30mm godspeeds one time and they were fantastic! You can buy them off ebay for like $150 front and rear.
Good choice on not going with ISIS coils. I have a buddy who was pushing his car on the street one night and the treaded body snapped where the collars were locked together.
To start drifting though, all I would do right now is coils, arms/rods, and a welded diff. Once you get comfy, grab a bucket seat and some more power. Work on your suspension setup a lot.. Camber up front will allow for maximum contact patch while the wheels are turned.
If you're going with a Ka, do not waste your money on an intake, header, or exhaust. They're useless.