Depends on what area of your particular car is weakest or you are the least happy with. I personally really like mods with more "bang for the buck" that help in more than one area. Like an exhaust looks better and sounds better and also gives more power, or some lowering springs look better and improve handling too.

That said, I started out on mine with an intake and exhaust. Rolled that way for a year and went straight for the supercharger. lol (largely 'cause I found out it was being discontinued) After that was lowering, wheels/tires, brakes, and a different hood. Left most of the appearance mods for last.