Brian K pretty much nailed it for ya.
Do the important things first. You will never gain a lot of power on our cars like you want, but you can still have fun. suspension is where its at
I would recommend doing in this order, although it doesn't matter at all
TWN short throw shifter... this will be the first thing i do to any future car, if it is standard, no matter the make. huge difference in shifting.
solid motor mounts... AWR, medieval, are a few. i went with 88 duro. much better than stock. there are cheaper alternatives if you do some research
ebay cold air intake with k&n filter - why? because it is cheaper and does the same exact thing. i bought a full k&n typhoon but if i redid it i would just go with ebay pipes. same thing and a lot cheaper
awr rear sway bar with adjustable end links in at least the rear. you can go with 2002 ford escape front endlinks to save a buck
coilovers.. i went with yellowspeed for the price, there are more efficient options though depending on your price range (this is about half of it)
header, midpipe, catback... i went with an OBX header which required a non fouler trick (easy, search for it) with a SLS hi flow catted midpipe, and a racing beat catback. racing beat catbacks are my favorite available for our car... there are tons of options though, msp axleback is similar but will need to be modified in length about 4 inches
brakes, i haven't done this yet, but it will be the next thing i do. unless other zoomier plans come before that
welcome to the club, enjoy your stay