Assuming everything is in good working order I always suggest tires, brakes and suspension first. It doesn't matter what kind of power you're making if you can't stop, and you can't get the car to go where you want it to. Tires dictate stopping distance, not brakes - so focus on those first. If you're shopping big brake kits already I'd just make sure your pads and rotors are in decent shape and then turn an eye towards your suspension. So many Z owners are concerned about "stance" more than how the suspension actually functions.
Form follows function, it doesn't dictate it. Save and spend more money on a decent setup and not cheap bucks on something that's going to leave you stranded, or worse, later on.
Skip the cold air intake and focus on forced induction if you're looking for power. An intake isn't going to do anything for you except take some money that would be better spent on some post-turbo tuning and dyno time. I'll let Jerry drop in here and steer you in the right direction as far as engine hardware. I will say, it's best to stick with an engine management system that your tuner is comfortable with. It doesn't matter how good it is, if no one can locally tune it it's not doing you any good. Likewise, if you're staying active duty and you're going to be PCS'sing sometime soon-ish you might want to keep with a mainstream EMS so that a tuner at your new duty station can take care of you like your old one did.
From an old sapper, thanks for you service,
and welcome to NICO!