The trick flow combo he is talking about will run you about $2000. Personally I will get the gears first. They made by far the biggest improvement on my car so far. And since you have the cat back if you can get away with it (depending on where your at) I would say and off road H-pipe. That should put you close to $500 if you can install the h-pipe yourself.
Subframes: protect your frame and tighten up the handling
Gears: big difference. Quicker launches and response
Mid-pipe: H or X, depending on you personal tastes. Either one will give a full exhaust note and much louder than stock.
If you get gears, you may want to consider getting a kit that includes bearings. You may also want to get your T-Loc rebuilt since the rear will be open. Had my gears put in this summer and I had all that work done which made a huge difference.
After gears, subs, and mid-pipe.......then look at suspension stuff or hp gains. Springs/shocks/struts are always nice and make the car feel better than new.
The mid-pipe might be the most fun, because it will literally transform the sound of your car.
Gears plus the install is going to take all of the money. Gears $140 shipped from gefracing.com installs run usually around $400 but very worth the $$ to do.
Yep - I gotta agree with everyone else that said gears. Gears are a great big band-for-the-buck upgrade. Be prepared to spend about $250 or so on the installation though.