BC coilovers, better tires (Yokohama Parada SPEC-X have been getting lots of recommendations but I can't get them easily in Canada and my 20" summer tires were GARBAGE LOL! Still, anything is better than the RSA's if they're still on your ride)... Then an STB, and if you can get your hands on any of the GT SPEC braces, you'll wanna start there. It'll really tie down the handling. Other cheap mods are better brake pads (HAWK HPS are nice but chew up rotors and are REALLY dusty) and steel braided brake lines.
Lot's to do! Trust me... I don't have a sig here, but my list of mods is fairly extensive considering I still like my car kinda looking stock (you kinda gotta know what to look for to see where my mods are)...