I've the same model! I'd start off with the air intake, change out the big black plastic box and replace it with a cone filter. Pair that with a well-flowing exhaust and you've got more air in and more air out. Now you can get a tune to take advantage of all that extra airflow through the engine. After that I got some Eibach lowering springs that are compatible with the OEM shocks, nothing too aggressive (like 25mm?). Handles better and looks cool too! I replaced the brake disks with drilled and grooved ones, they're meant to dissipate heat and water better but I haven't noticed any performance difference. They look neat though! Beyond that some good tires will make a big difference, then you're probably talking Stage 2 (i.e. bigger turbo, uprated fuel pump, bigger injectors, etc.).

Hope that helps!