nice car! congrats

lowering.. we've got King springs on our 04, they ride well and the car has an awesome stance. another nice option is the Whiteline range of springs..
budget ~$400 supplied and fitted either way.

exhaust.. you'll probably want full turbo-back system, 3" mandrel bent all the way.
we have the system from Maximum Motorsport fitted to our 04. sounds fantastic, but probably isn't the quietest system around.
paid somewhere around $1700 for that from memory.
initially, the exhaust was the only mod to the car; ie. no ecu, and to be honest, there wasn't a huge power increase (unlike the old models) - so about a week later came the ecu...

ecu.. you could go for an Ecutek reflash of your stock ecu. it'll make a great performance improvement, taking full advantage of the turbo-back exhaust, which should keep you happy for a bit (mod bug, mod bug, mod bug!), and you can always retune it with future mods. our's has been retuned a few times as mods have progressed, and it still maintains the same reliability it had from the factory - faultless...
budget somewhere around $1200 for this option.

i've no experience with simple boost controllers on this model, but i can't imagine the more modern ecu's would be too happy about it. someone else can probably clarify.

this is my personal experience with modifying this model, but i'm sure others will have their own opinions and recommendations!

Julian