I hope you've got deep pockets my friend, these cars ain't cheap to modify properly.
- Non RFT's, coilovers/Koni's should sort out the hard and bouncy ride
- Larger sway bars, M3 front control arms and rear subframe bushings should sort out the wobbly feel
- Cobb/PROcede/JB4 etc should sort out any stock flat spots and also bump your power up by a huge amount
- Axle-back exhaust should help the car sound like it should have done from the factory
- Cat-back exhaust will help the car breath a little better and sound more aggressive still
- Turbo-back exhaust will unleash all of that sound and tuning potential, you can step up to a stage 2 map and increase the boost
- Bigger FMIC will keep the thing cooler when gunning it and also allow higher boost with a map tweak.
- Anything else is probably cosmetic and your personal preference. Tuning wise you can always go further and brew up an E85 mix.
- I leave filters down here as this is debated day in and day out. I agree than while going WOT a big intake is a good thing when tuned but how often do you run WOT? If not often then it's suggested that the OE paper filter is actually good and better for day to day running/town/preventing heat soak and boggy feeling in low RPMs. Personally, although tuned I do not run an intake as I don't think that the whoosy tsssh sound suits the car.