Depends on your performance goals, budget, timeline, etc. The only way to make any real power is to go FI. Turbo is a better bang for your buck, but is overall more costly and more difficult to install. Supercharger isn't quite bolt-on, but close to it.
Bolt-ons do surprisingly little for the SVT since it is essentially maxed out from the factory. Tune, intake, exhaust, and ORP/HFC will certainly help, especially in driveability, but not a whole lot of HP/TQ to gain there. If you do end up going FI, you may have to replace some of these parts anyway depending on which direction you go.
I would say that if you are set on going FI, but need to save up for it first, then spend your money on suspension and drivetrain upgrades. Tires, spring/coils and dampers, sway bars, short throw shifter, motor mounts, etc.
Mine: 2006 Mazda3 s GT Hatch: 111k, Gray, Manual
Gone: 2002 SVT, #1654
Hers: 2010 Focus SES: 84k, Ebony, Auto, Moon and Tune