You may have to change injectors, depending on tuner and application. Stock fuel pump is pretty reliable up to a certain limit of course. With a boost controller, power fc, good tyres, exhaust and some suspension mods, you will have a very fun car that handles well, is reliable, and pushes out around 300rwkw.
A high-flow panel filter will definitely do as good a job as pod filters. I guess the main reason people go for jap-branded exhausts is because of the build quality and design, which affects the sound. Having said that, i highly doubt you will get much gain from a jap-branded one compared to a custom fabricated one. Unless the jap-branded one is titanium that is.
If you have the cash to splurge, and im assuming you do, owning a Nur and all, then get an Exedy Carbon twinplate (or single) or something along those lines. You will get a very tough clutch, which has a progressive feel to it as well, except the pedal is much lighter than a run of the mill twinplate.
And that is what id do to a Nur without modifying it too much.