start with intake and exhaust. a K&N air filter will let it breathe in some more air, and a 2.5" or 3" exhaust will let it out easier. you can also add a boost controller to up the boost some, but get a gauge to go with it (i've heard the stock gauge is not always as accurate as aftermarket).

"free" mods include lightening the weight of the car - about 120 lbs can be gained by ditching the a/c and all it's components. more can be lost by removing the sound deadening beneath the carpets but keep in mind that stuff also keeps heat inside the car down. it can be easily removed by freezing it with dry ice and breaking it up with a rubber mallet (although i used a hammer and chunk of 2x4 which worked quite well). use gloves if you need to handle dry ice though - it can burn you pretty seriously.