Welcome buddy, what colour is it?
Initial mods depend on what you're after (performance/handling/etc), but to get you started here's a quickie to give you an idea:
SRI (suction noise/better airflow), tip or aka turbo inlet pipe (better air flow to turbo - stock is a shocker), rear engine mount (keeps engine in place in times of spirited driving).
You can also purchase a flash tune(r) device which gives you an instant power makeover to your car. These come in the form of Hypertech (single flash tune) or the Cobb AccessPort. If you don't plan on doing major mods and just want a pretty decent and noticeable performance gain, go the Hypertech but if you have plans for more than the basic bolt ons down the track, go Cobb.
Once again, welcome aboard this mighty fine vessel! Be careful though as you will soon realise this place will give you (impulsive) ideas that will bleed your wallet dry!!
BLACK3MPS
CORKSPORT|TMIC // SURE|AEROS // SURE|SIDEWINDER // SURE|RETURN // SURE|SHORTCUT // SURE|ANCHORS // SURE|COUNTERSHIFT // SURE|TORQ R3 // WHITELINE|RSB // MOOG|ENDLINKS // COBB|ACCESSPORT // CP-E|DOWNPIPE // AUTOTECH|INTERNALS