My opinion based on my build, take it with a grain of salt:
Basically you will need to start with a tune and supporting mods, before moving to bigger turbski's, here is how I did it.
Tuner of your choice and power pack that comes with: tuner | cooler plugs | cooler Tstat | 3 bar
Then: PPE Catted Downpipes | DG2 Trans Mount | GH IC
After that HPFP would be a good idea to get more fuel (if you have access to e85, doing a splash mix to go e30 is a great bump)
and just so the boat doesn't rock too much I did H&R Springs
Next up for me would be bigger turbo's, but I wouldn't think about that until these ones go boom, and even then I'd be a little worried about my transmission going boom after the big power add.
Good luck, have fun, and enjoy the ride!!!!