Tune is the primary mod for this car. Without a tune, the stock tune will deliberately steal almost every ounce of additional power you make with other mods, as the factory goal is to deliver a consistent experience, so anything that would make more power than the worst case scenario will be dialed down to that worst case scenario power level.
Even without any other mods, a tune will probably give you a big jump in available power, because you're almost never going to run under that worst case scenario the factory imagined.
Once you get a tune (or even before, but remember these changes won't really do much until the tune... at which point you'll get the full jump up in power from the tune plus the mods) you can look at an exhaust (goal here is to reduce restriction), an intake (goal here is also to reduce restriction so the air comes in easier... an secondary goal is to get cooler air into your intake, because cold air is more dense meaning more oxygen per volume), intercooler piping (because at higher boost pressures your piping will be taking a lot of stress), an upgraded intercooler (because, again, cooler air means more 02 per liter), consider meth injection or flexfuel conversion, bigger injectors, and yes Virginia, there are either retooled turbochargers or a whole turbocharger swap.
To go with all that, consider new tires, engine mounts, braces, lowering, LSD... things to help you take advantage of all the extra power your engine may be supplying.
Oh, and I should have put this up near the top of the list, a gauge of some kind, whether a stand alone like Ultragauge or something more like an OBDII link to your cell phone and the Torque app... some way to monitor how you are doing, and also to read your check engine codes and let you clear the ones that aren't a problem. Because you ARE going to be popping codes.