Personally I wouldn't want to do much to a lease vehicle unless you plan on buying at the end of the contract, but I know I still would mod it anyway.
And yes, swaybars with good end links, strut tower braces and an anti-lift kit (from what I've heard) will make the car handle much better. First things first though...replace the tires if not the wheels as well. That will make a huge difference in the way the car drives.