Intake/Header/Exhaust/Cams/turbo/NOS
It really depends on how far you want to take it and how reliable you want it to be.
Searching for each one individually and narrowing it down is your best bet to deciding which mods you should do first for your application. Take it one step at a time, if you take to much at once, you will be overwhelmed like you are now.
Nate.