DONOT put a pod filter on without making/buying a cover for it, it will only suck hot air and you will lose power. Keep your standard air box and just put a quality filter in. Cold air induction if it hasn't got it already.
First make sure your brakes are good.(discs OK, new quality pads, bleed)
Full Service
Suspension(sway bars are the best cheap performance upgrade in my opinion)
Turbo back zorst with high flow cat, (biggest cat you can fit, keep the DB legalish to keep the Police happy and dont use a cannon as they are gay and will attract unwanted attention)
Most parts can be found at wreckers or import yards.
You may even find a good electronic boost controller, if not a cheap bleed valve will do.
FMIC (paint it matt black to avoid being a defect magnet)
Take it in for a tune.
Lots of good websites out there, check this one out for some nice cheap/free mods.
Most importantly, dont drive like a idiot on the street.
http://autospeed.com/S_10/cms/section.html