Firstly, spend a couple of months at least digesting the stuff on this forum. There is a lot of information here.
In order:
1.
cat back exhaust system.
make sure you have a proper 3" cat
turbo to cat zorst, best to get a split dump/front pipe
high flow panel filter in stock box
boost controller of some sort, 10-12 psi
2.
suspension (many options)
front mount intercooler
fuel pump
regulator
injectors
turbo upgrade
oil cooler
3.
diff
engine rebuild with forgies etc.
At some stage your clutch or transmission (depending on auto or manual) will go and have to be rebuilt or replaced.
4.
I have an amp running a dual coil 10" sub in a box in the boot. Deck still runs the standard speakers although this not ideal it does the job.
5.
East Bear I like but there are heaps of options. Body kits are expensive to get here from Japan.