First sentence from Bangerstanger is spot on. Get what you have running well first, including making sure you have good brakes. If you're going to have to do brake work anyway, look around on here for info on a PBR caliper swap. Pretty cheap upgrade, makes a difference, without going big bucks for Cobras or other larger kits. Not sure if I'd go with CAI next. I'd rather get it handling well first. I'll second the
Eibach Prokit. Gets you springs and shocks that are tuned to work well together. If you do springs, you'll want to do a C/C kit too, IMHO. Springs/shocks will improve how your car handles dramatically, since you're probably running on original gear.
Next, in the bang-for-the-buck category would be a rear gear swap. Depending where you live, that can be relatively cheap, or stupid expensive. It's not a DIY project for beginners, but it is the single biggest thing to wake up your car's acceleration.
But whatever you do, ENJOY your car. Remember, there'll always be one faster, shinier, etc, but this one is YOURS. Have fun with it. Congrats!