If you are really hardcore, go FI. GTM twin turbo FTW!
As for the look, drop your car first before you do anything else. A lowered stock car with proper setup(cambers, offset...) looks 10 times better than a pimped out ride with stock height. I had HKS Hipermax III and it's highly recommended. Tein Monoflex is good too.
Here is my take on the mods(in order)
Performence mods:
Bolt-on mods(for small gains)
Intakes(Stillen Gen 3) -> High Flow Cats/Test Pipes(Fast Intentions or Berks or MD) -> Catback Exhaust(Fast Intentions or HKS Hi-Power) -> After all these 3 bolt-on mods you need to correct your A/F ratio so have your car tuned and call it a day(UpRev).
Or screw the bolt-on mods just slap on a turbo kit with all associated mods for big gains.
Cosmetic mods:
Drop(I prefer coilovers. It's actually belongs to performence mods too) -> Wheels(DPE, Volks, Works, SSR...) -> Bodykits(Amuse) -> Headlights/Taillights if you like.
Like somebody else mentioned, do it slowly and don't go cheap on mods coz you will regret it. Good luck and have fun OP!