Best first mod is sticker tires. If you run stickier tires and drive in a 'spirited' manner, upgrade your brake pads. next is probably a High performance Driving Experience class (HPDE) or some autoX runs. (to get YOUR performance up)
performance mods probably limited to reducing mass. Lighter wheels give you a good place to start as it is also a chance to personalize the car with a cosmetic mod. You might also consider a lightweight crank pulley. If 5spd, lightweight flywheel as well. Some people like the sound of intake mods but they may not add any HP. A less restrictive exhaust may add a pony or 2. But, 9-13 lbs less weight (there's a complex formula involving the weight of the car which determines this exactly) equals 1 hp so, remove anything you don't need. If you have buddies in town to help you and/or never leave town, leave the spare tire and tools for it at home. have someone bring the stuff to you, or take you to pick them up - or call for a flatbed tow. If you literally never have anyone in the car with you, take out the other seats.
springs and anti-roll bars would help in the corners.