In all honesty, you should do your brakes first. I had the same opinion as you, thought the brakes were good and upped the power first. I almost came unstuck on a roundabout that I approached very quickly and the brakes weren't man enough to scrup the required speed off. Luckily, I made it round the roundabout ok but, I soon got the brakes done after that !
Conversely, if you up the power, you're more than likely to need to get the clutch uprated too as, it will soon start to slip. Mine started sliiping after I got a full custom exhaust system, from turbo back (including 3" elbow) installed.
However, a good place to start with modifications is the inlet and exhaust side. Get yourself a decent induction kit, the bigger the better as, they have less air resistance and so, will flow more air through the MAF. A Blitz SUS, K&N (specifically the Forge kit) are good options. Don't touch the the HKS foam filters as, they don't flow particularly well and filter out dirt and crap even less well. The Apexi Power Intake is a good kit but, is on the small side.
On the exhaust side, I'd go for a custom job of 2.5" to 3" (depending on future modding plans), ideally with a higher flowing elbow and the cat removed.
These two things should not only raise your torque and BHP figures but, will improve throttle response and spool up, making the car noticably quicker.
You can do what I call free mods too. Improving the breather system will improve throttle response. Taking off the intake pipes and intercooler with petrol will help the car breath better. As will getting a nice large cold air feed to the air filter.
Just a few ideas for you !
