I'm in the same boat only had the Sky for a couple of months, first thing I'm modding "other then the Jamex panel filter I got of Sydneykid" is the suspension, I've ordered the shocks and springs which should be here next week, then I'll do the bushes, sways, pineapples and strut brace.
After that then I'll look at doing the full exhaust, auto trans oil cooler, SAFC-II, AVC-R and maybe a small FMIC.
The only problem I have is that it's a auto, so changing the ECU is a bit of a bitch but I don't want to go to far with it anyway my wife mainly drives it, plus the auto's don't like to much power.
Then somewhere in there I'll do the stereo as well.