No one has mentioned tyres yet.
They always seem to be overlooked, which makes no sense given that they're the only think stopping your little hatch from throwing itself off the road. Upgrading the brakes or suspension components is a good idea, but getting better tyres will make the most out of the upgrades. The is no point fitting umpteen strut braces and massive brakes to a car if the coefficient of friction (ie, how much grip a tyre has) remains the same. Granted, fitting anti-lift kits and camber adjustable parts might help, but only because the suspension geometry is being changed to affect the way the suspension reacts to situations or to increase the contact patch of the tyres.
Getting stickier tyres will also mean the car is less prone to spinning through the gears and will be able to change direction quicker.