I think you should start with a tune and not just because I sell them but because
Better shifting and shift points if your an ATX ,
If you start modding the 08 and up you need a tune to keep everything where it should be with the fueling and the timing
A tune will give you better over all driveability why adding some performance and with FREE NA tune updates you get to enjoy the mods to there potential every time you add one vs waiting to get all your mods then getting a tune months later
For what you asked for in your first post a tune will be the biggest thing to fill the request of "What are some things I can purchase/get installed to make the car run/perform better." Tune would be #1 for that
3) header and Exh
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