^ basically that, start out with small bolt ons for simplicity and then if its performance isn't quite up to what you would like by then you can get into the bigger mods like new heads, performance exhaust and such. Always best to start out cheap and build up slowly I think, but then again that's just my outlook on it.
Don't bother with a CAI/MAF/Tuner on a relatively stock car... waste of money IMO. If you're going to mod, get a catted or o/r midpipe, gears, MM LCA's, MM FLSFC's, and new shocks/struts (Tokiko and bilstein make decent ones)
Definitely depends on what you want to do. Usually a new air intake is the first mod but IMO its useless. They arent worth the money. A new gear ratio is also a popular upgrade. Some people say its your best bang for your buck as far as how fast the car actually feels. If you want to change your exhaust sound then get a new catback and mid-pipe. There are plenty of mods for our cars. That goes for the exterior stuff as well to make the car have your own feel to it.