Depends what your passion is.....
I started with a brand new 06 WRX Limited...
added SPT Intake and exhaust and a month later motor and trans mounts.
Then got a tune and a short throw shifter.
I am now 6 speed, built motor, Tomei 7960 turbo, coilovers, wheels, tires, etc, etc, etc.
The list of mods is extensive and have tried several exhausts, three turbos, and two transmissions. I am currently breaking in my built motor. I have spent a lot of hard earned money on my car, but it's my passion. I have friends who don't understand the idea of improving a stock vehicle and am constantly reminded that I am wasting my time.
Good luck with the adventure and make sure you consult the right shop/tuner with your goals and ideas.