And to follow up, assuming you don't already have gears, I'd fully recommend that your FIRST TWO MODS be gears and a tune.
THAT will make you feel like you own a totally different car. If you were blindfolded and a passenger in the same care before and after you'd swear on your mothers grave that it couldn't possibly be the same car.
That's the biggest difference you will ever feel outside of FI. Headers are nice, but for the money don't even come close to the difference they make to the car and the way they drive.
Of course, you should do ALL of these
(Everyone should be as broke as me afterall.) But if we're talking about prioritization, do the gears and tune first before anything else. Save that nickle and dime stuff until you can do these two.