If you're looking at just general performance, you'd have a good start with an SVT. For general upgrades I'd go with:
Rear lower "dogbone" mount
Shifter counterweight delete
(these three by themselves will definitely "wake-up" the shifting)
Suspension upgrades are sometimes application specific, but a good upgrade to the basic SVT suspension is the Eibach sway bar kit (front and rear), along with poly bushings and new endlinks. If you want to take a step up, but not too radical, talk to Mike @ Hilbish about the Ford Racing kit. It's a big step for a ZX3, but not a lot more for an SVT.
Front and rear strut braces will also help suspension-wise, but as someone who doesn't have them, I'll let others speak to their effectiveness and handling quality.
Cross-drilled rotors are great for autocrossing, but personally some good aftermarket solid rotors are fine for all-around driving. Some good options there are Centric and Brembo. If you're upgrading the rotors, it's a good idea to upgrade the pads as well. Some options out there are EBC, Hawk, and Mintex. I'd read up in the Suspension/Braking forum to get more input into the variances between them.
The stock exhaust is nice, but like most of us, you'll probably want to ditch it for an aftermarket one pretty early on. The most common versions are Borla and Magnaflow, although some guys run the HKS and MBRP with good results as well. The performance gains are relatively close across the board, so it comes down mostly to a personal preference of sound.
An Off-road pipe does give you a little HP gain over the SVT cat, but being in NC, you'll have problems with inspections without the cat.
Probably one of the best bang-for-the-buck items is a chip tune. There are some good tunes out there that will maximize the performance of your SVT without the need for a lot of add-ons. The ones I'd say are the most favored are the Predator tune and Tom's tune.
You can go with a cold air intake if you want, but I've heard that the SVT stock airbox flows pretty well as it is, so long as you use a good panel filter like a K&N.
That's just some basic stuff, mind you. If you wish to go more radical with performance there are many other options which will be specific to your performance ideals. Personally, I think you'll be much happier with an SVT.