1.        Air intake/Air Filter -

- Air intake(throttle body & manifold)
For better throttle response, I would recommend changing to a larger throttle body. (You can also bore the stock throttle body).  While you are doing this upgrade, it would be good to bore your manifold too. This way you will feel the gain and effect.
  
- Air filter
The stock air box is actually quite good if you have a stock engine. The stock airbox is covered up so it won't be sucking in hot air from the engine bay. You could just drop in a stock replacement from (K&N, Simota ...) air filter into the air box. If you are going for an open pod filter, be sure to cover it up as you don't want to be sucking in hot air from the engine bay. Basically the larger your intake area the more response you get in the top end while suffering a little on the bottom end. 

2.        Exhaust System

- Extractor
Stock extractor are usually pretty small in diameter so it is definitely more restrictive. Basically there are 2 types of aftermarket extractor, namely the 4-2-1 and the 4-1. 
4-2-1 will increase your low to mid end power whereas the 4-1 will give you a better top end power while suffering a little at the low to mid end range.

- Catalytic Converter
Stock cats are very restrictive. There are aftermarket high flow cat You may want to change to.  You can even remove the cat, but it is usually illegal in most countries. 

- Mid pipe
A bigger diameter mid pipe allows exhaust gas to flow through more freely thus increasing top end power. A good performance mod.

- Muffler
Stock Muffler are usally very small and restrictive. It also affects the looks of the car. Again, the bigger the muffler the better top end response you get while suffering on the low end power.

3.        Fuel

- Injectors
stock injectors are usually enough unless you have plans for huge mods which require more and faster fuel into our engine. You will need a ecu controller to retune your air fuel ratio. 

- Fuel regulator
Fuel regulator regulates the fuel pressure thereby improving the overall power and response.

4.      Handling

- Suspension
Stock suspension are usually designed for comfort rather than performance. When doing hard cornering, you will experience more body roll. You may want to upgrade to aftermarket shocks which are stiffer. Be sure to do some research on the aftermarket shocks. Some are damping and height adjustable, some are not. You don't want to get shocks which are too stiff (for track racking) as you will be jumping out of your seats on normal roads.

- Strut Bars
To improve your car's stiffness and cornering abilities, You can add in strut bars. There are usually several places to put them, one in your engine bay, front lower tie bar, rear boot strut bar and rear lower tie bar.

5.        Tuning

- Piggy Back
If you don't have huge mods and don't want to go for a stand alone Engine Management System, a more economical option would be a piggyback device that connects to your stock ECU. What is does is that it alters the input signal to trick the stock ECU thus you are able to control your air fuel ratio.  Tuning should only be done by professionals on a dyno otherwise you risk screwing up your engine.

6.        Engine mods

- Engine (N.A)
You can send your engine head to do a port and polish. For more noticable performance gains, change to higher lift cam. Depending on what cams, you may need to change your valve spring and retainer as well. You can also send your engine head for skimming to creat a higher compression. More compression = more power. However as the engine compression increases, higher grade of petrol is required otherwise you risk pinging your engine (pinging is premature detonation of the fuel in the engine).  You can big bore your engine block and fit in a bigger and higher compression piston. For durability you should change to an aftermarket con rod and crack shaft which is able to withstand higher compression and power. With every mod, to get to most out of your hardware, you need to retune your ECU.

- Turbo
A turbo is the way to go if you are seeking for more power. In most cases you can get to bolt on turbo kit for your ride. A turbo kit includes an intercooler, turbo, blow off valves and the extractor. However with stock engine internals, you will be running a low boost turbo as your engine is unable to withstand the power. To do up a good turbo setup running high boost. Lots of mods needs to be done. Firstly to run higher boost, you got to lower the compression of your engine you can change to low compression piston and get a thicker cosmetic gasket.  Change to aftermarket con rods, added head studs. Bigger turbos suffer from turbo lag. this means a lag in power in the bottom end while the turbo is spooling due to lower exhaust gas emission. The larger the turbo the longer it takes to spool thus creating the lag. However you will feel a huge surge of power once the turbo kicks in.

- Super charger
Super charger is very similar to a turbo charger. The difference is that a turbo is spooled by exhaust gases and that a that super charger uses power directly from the engine to get spooled. A super charger's boost is fixed on the pulley so depending on what boost you want you need to change your pulley accordingly. There is usually no lag in super chargers but is limited on the ultimate top end power. For big horses a turbo setup is the way to go.