1st. Tune, its a must have and everything you need to know is in the above link
2. Exhaust, this thing is toooo quiet, increase performance and makes shifting much easier since you can tell what's going on.
After that its all subjective.
Lowering springs or coil overs make this car significantly more enjoyable around turns.
-intakes will add a little performance (well not the Injen) and give more intake noise.
-shifter bushing, cheap and improve the lack luster shifting feel. -upper and lower motor mounts improve shifting significantly and give the impression of better throttle response. -if you have the 15in rims, better tires should be on the list at some point in time. They suck!
aside from the tune, which is a must if you want the car to perform as it should have from the factory and also required if you want to allow bolt on mods to improve HP/TQ: you should put together of list of what you think you'll want first and then read up on those parts in the "vendor" sub forum or "1.4t engine" sub forum to help decide what will work out best for your goal.
One more thing, you probably just caught the Mod bug. There is no cure ;p
-tyler