hey mate,
i was in your situation 6 months ago, it all depends on your goals and financial situation, my advice is do alot of research before buying anything, one thing ive found is that once you upgrade one thing you need to upgrade two more to support it, also unless you know alot about cars and engines its better to stick to things that have been tried and tested, if it works for everyone else it should work for you too
i personally started off with a fmic (front Mount Intercooler), fuel management system, boost controller, and fuel pump, cat back exhaust and pod filter. about $5000 installed and tuned