To be honest I'd do a few searches on the site - there are so many threads on suspension, brakes, induction, exhaust etc you should find plenty of opinion.

 

I would spend my money on the suspension and a rear brake enhancement rather than making it breather a little better the tf air box is good.
If you really want to make the car breathe fit throttle bodies.

 

All depends on budget.. And what you expect from the car..

As Tony says adding a fancy induction kit won't make huge power..

Fitting throttle bodies and a full exhaust system would be better

85th anti roll bars are a good idea too..

 

Surely the 85th roll bars are only of importance if the softer (05 on) front springs are used?
The 02-05 TF springs are pretty stiff and the earlier front roll bar controls roll very well as far as I can see based on my admittedly limited use on track.
VHS Bilsteins have been specifically calibrated for the 02-05 suspension setup. Brilliant in my opinion giving both excellent handling and control and far better comfort to boot!