Go here to learn about mods:
http://www.350z-tech.com/zwiki/350Z-TECH
I learned a lot from this site, and I believe by reading a bit of it, you'll begin to understand what mods are best and have better questions to ask besides: "What should I get?" -Not flaming you here, just giving some advice. I was in the same position too.
Anyways, I've just started modding and I'm going with a new exhaust and some high flow cat's. To me it seemed like one of the best mods and it's not too complicated.
I think wheels are a popular one too. I don't like the stock 04' spokes.