Well I'm a little similar to you, bought my GT-T bog stock, as in stock everything.
Did the pod and 3" turboback exhaust first. Then before more "power specific" upgrades I chucked in splitfire coilpacks (simply because I was missfiring), coilovers and good rubber on my new wheels. This means I can get what power I do have down to the ground better in all circumstances.
I'm about to buy a new boost controller as my next "upgrade". Before you go getting a FMIC, spend your money elsewhere. An ECU and a tune is the way to go rather then a new cooler, this will maximise your power output, minimise your petrol bill as the stock SMIC is good for 200kw at the rears. Why fix whats not broken?
So if your after simple power/number upgrades... air filter, exhaust, boost, ECU/Tune, Intercooler. Just remember there is more then just power to think about suspenion, brakes and tyres are all integral parts of a good Skyline.