Nice to see Raleigh representing! I was worried I would be a lone Z, haha.
To echo what others have said about your car make sure you spend some time thinking about your "strategy" Will you eventually want big HP (Turbo), Will you want strong HP (Supercharger), Will you be satisfied with a quick NA car (Bolt-ons)?
Are you looking to track? autoX? enjoy backroads? all of the above?
Either way, you can't go wrong with a catback exhaust (i don't think this will void your warranty). another good first mod is a beefier front sway bar or sway bar set.
Edit: Also, I don't know a lot about how this group is now, but we/you might want to check out
http://www.trianglezclub.com/ looks like they still have monthly get togethers. I know at one time they were pretty active.