Hey man, nice to have you! I guess first I'd say it depends on what you wanna do and how far you wanna take it. The three basic "firsts" are "IHE", or intake, headers and exhaust. A good intake doesn't have to be expensive, as a matter of fact, as long as you have a supporting maf sensor and connecter, which is what lets the engine register air basically, you can go to your local Walmart or auto zone. K&N, spectre, even Fram makes a high Flow intake.
As for the exhaust and headers, I'd say stillen is one of the best places to visit. And they wouldn't sell any junky parts either. Most people get a 3" tube, but do some research before you go untighten some bolts. That g is a very powerful,but very sensitive beast.