How much are you wanting to do? I would advize starting with a chip and exhaust. www.goapr.com has great chips, and milltek seems to be the exhaust of choice. Also, APR has a stage III which replaces the turbo for a bigger one to give more power. The sky is the limit really, it just depends on how much you want to spend. Suspension is another key element, wher eyou may want to get new shocks/springs, coilovers, or sway bars.
Welcome to the forum, and I hope we can be of help to you.