Plenum is your best bet for real world gains.
Personally I would also not Mod straight away, learn the car and what it can do and does, then start with the Plenum spacer, CAI and then Zorst. Lots to choose.
Other advice is to look at brake pads, disks, and suspension.
If you do go for HighFlows then look at the new kinetx ones with the hangers rather than the unsupported ones.
Phil (ESR) or Kev (Envy) will be able to help and both can offer great advice...