Things you can do without needing a tune:
Exhaust
Fuel pump (my suggestion is a Bosch 044)
pod/CAI
FMIC
RB25 turbo
Suspension
Brakes
Gearbox (depending on how much power you want, it's not going to live very long - I killed 1x RB20 box with the RB20 and another with the RB30)
Diff (2-way ftw )
As for the rest, as mentioned, pick a power goal and go from there