The main principles for autocross setup:

1) Cheap, light, nice handling car (e.g. crx si, sentra se-r, etc)

2) Good shocks (koni yellows are great, tokico illuminas, KYB AGX etc)

3) Good R compound tires.

Thats it.

If you want to be competitive in autocross, youre best off starting with a decent car and remaining in the stock classes. This means that the only mods you are allowed to do are shocks, tires, brake pads, safety stuff, and the like. If, for instance, you drive a crx, you will have no need to worry about WRXs or IS300s or S2000s, because they are in a different class. You're really only racing against the drivers of comparable cars--i.e. cars in your class, not every car at the event.

But to get a better idea of what would be you best course of action, we need to know what car you drive, what (if any) mods you have, and what your plans for the car are.

Autocross is set up so that just about any car can be competitive within its class. Its more of a test of drivers than it is a test of cars.