I would start with giving the whole mechanical side of the car a good look over, this would include all high risk parts like brake system, suspension, steering. Then you can look at giving the car a service and replace whatever is neccessary like fluids, filters, other high wear parts etc.
The most effective performance mod if it's not already done is the Hi/Lo boost solenoid bypass which increases the boost pressure very small amount, but is also safe to do without touching or checking the fueling system. Removing the air con is a good idea for packaging issues with a front mount intercooler and will take some strain off the engine, but aslong as you don't regret on a hot day and wished you kept it lol. What you can do is think about what you want to achieve with the car then make a parts list from there, but anyone here who are all enthusiasts will tell you that list can become endless so it is a good idea to devise a plan first.
Have a read on the forum and search for what you need to find out, also look in the awesomly helpfull section and the members garage to see what route others have taken in there quest for more performance and power.