Assuming the suspension is OK in stock condition (not worn out / sloppy) .....I would start with a rear anti sway bar
If some of your suspension needs work .... fix that first .... getting performance parts for whatever is being replaced.
You can refer to my signature for what I have done (most of the parts were added on as stock parts wore out and / or needed replacing .... some were added IF it made sense while things were apart and would have been difficult to take everything back apart to change something simple).
After the rear sway bar (and bushing if needed), I would do the struts and change the front springs and get better strut mounts (I added a 1" spacer while I was in there to run bigger tires when the old ones wore out ... knowing what I know now I should have gone 2" with the spacers but maybe in the future (I'm thinking lightweight lithium battery / carbon fiber hood may loose enough weight to get the 1" for "free"..... the lightweight mods are on my to do / wish list).
The skid plate does noticeably stiffen the front end ..... extra bonus it protects the oil pan.
I would LOVE to hear a review of some of the suspension goodies from here :
USRT Tubular Racing Subframe (MK4 all) - Our newest Tubular Racing Subframe substantially increases grip! It reduces front-end roll and keeps the tires planted flatter to the road
usrallyteam.com
They have other goodies also ..... I'd love to try some!
Andrew