Welcome to the club and congratulations on your new car ...
First thing to do is sign up for 'Gold' membership.
Believe me, 25quid shelled out for 'Gold' will more than pay for itself in discounts if you're buying stuff.
Worth noting that your car will get a bit more 'oomphy' once it's done a few thousand miles .... noticeably so.
For a big power hike, you need a supercharger - obviously :)
But that's about 4k once fitted so may be out for now.
Exhaust is always a good starting place and HKS is a popular choice here.
Also look at Peco - reasonably priced and looks nicer than the crap i remember peco used to produce years ago.
TTE, Remus and others also do IS exhausts ...
Then there's filters, plugs etc which may provide small gains.
Nothing much in the intake department yet.
You might wanna have a chat with TDi in Barking.
I'm sure Mark will give you some tips on a good order to approach things.
Good luck - have fun