Im looking at starting to add a few mods to my car soon, but want to look around and find out how much I'll be up for and what, so I can budget for it.
At the moment, my car is completely standard. (MY02 WRX)
I was thinking of changing the exhaust first up, but not 100% sure if this is my best option to start with.

Whats a good exhaust, or to rephrase, what would be your recommendations for an exhaust, and how much? (if you know)

Suggestions on a good place to get the work done? (I know very little about car mechanically - plan to learn as I upgrade my car)

Could someone suggest, if the exhaust isnt a good place to start, what is?

Any help you guys could give me would be appreciated.
-Cheers