OP really needs to state a budget. The location would be helpful too. Maybe someone can recommend a good tuner. IMO, the stock turbo is the biggest restriction (after you've done all the exhaust mods) to making real power gains. If this is a street driven daily driver, an STI turbo and TMIC are a good power level for longevity, reliability, and practicality.
Accessport is the best place to start, IMO. Then turboback exhaust, turbo, intercooler, injectors, and fuel pump. After that, external wastegate, built motor, E85 conversion if you really want to scare the pants off your passengers. At that point your transmission will be close to failing from all the power.
2005 Obsidian Black Pearl XT w/4eat