Well do you know about Camber, and Toe at least?

you will want to upgrade some camber parts first off to help wear your tires evenly, and give you the ability to change the angle of your wheels to allow for more negative camber if you want to do some racing.
most people start with parts that let them adjust Toe&Camber on the front wheels.(parts for Toe=Tension Rods, Parts for Camber= Upper Control Arms)
I would suggest doing the rear Toe rods and Camber arms afterwards.
Others might have different views on what you should do first, but this is what I did. Many on here will tell you to go with a company called SPL or Powertrix as far as suspension goes. I've used AMS as well with no problems but they seem to be disliked on these forums. Powertrix is probably my favorite part company right now(decently priced and a great product).