well seeing as you don't know what direction your going with the car i'd stick to mods that you can use in almost any setup
for an intake you can jump on ebay, you can get a cone filter and maf adapter for between 10-20 dollars
if your planning on turbo charging the car or swapping engines than i wouldn't bother buying headers now seeing as you'll have to replace/sell them later
a good cat back exhaust is always a plus, you can get a full exhaust or you can save money and just buy a muffler and get custom 3" exhaust pipe made for your car(same thing just not name brand and mass produced, most times custom is best)
an 18 psi nismo radiator cap will raise your cooling effect in turn protecting your engine and helping power production you can get one for $30 on ebay
some websites of interest:
http://www.optauto.com http://www.nopionline.com http://www.cyberauto.com http://www.wholesalehyperformance.com http://www.importperformanceparts.net http://www.hotshot.com http://www.240sx.org http://www.projectsilvia.com
thats bout all i can think of right now, check out those websites and think about it, make sure to plan ahead, don't waste money on mods that you won't need later. good luck