Most people get simple breathing mods first, they're an essential for any modified car - Induction kit/mushroom filter (HKS/Apex'i etc) new manifold (many many many available from traders here - Toby, Speedvision, daveburwash, sache @ wepr etc...) and a full exhaust (turbo back or a Cat-back with gutted cat or decat), again, from traders here - you'll probably want to get the suspension sorted too, if it isn't already - previously mentioned traders have STACKS of different options from just springs through to coilovers
Next up, more boost, with an electronic boost controller or a new adjustable actuator (and HKS one for example, at around £90) stock fuel cut is at around about 0.85 bar, so 11-12 psi is a good increase from stock (only 9psi) a New intercooler (Front mounted - FMIC) is essential, to keep boosted air temperatures down - or even an uprated Top mounted intercooler (TMIC from an rx-7 or whatever)
If you want to crank it up another notch, get a new ECU, or a fuel computer (apex'i safc or equivalent), even a Fuel pressure regulator, coupled with a new fuel pump and a decent session on a Rolling road to get it running perfectly...
You could even go the new turbo road, with TD04's being popular here (from an impreza) and even a Hybrid Turbo (direct fit, good spool, but not so much high end bhp as a TD04).
In short, as long as whatever you do, you do right, it won't break
