All of the mentioned above is a great way to get you started on your modifying adventure.
It's great to hear you say that you dont want "short cuts" and that you want to do it properly.
Seeing as you've done Pod and turbo back exhaust.
You can look at suspension etc.. Coil overs/dampers/castor etc.
FMIC
Aftermarket ECU "I prefer the Power FC, its what i have in my 34"
remeber, its not always about "power mods" look at your brakes and handling as well.
If you have all this power, and you skimp on braking mods.. its abit dangerous.
To give you an indication, i have a ER34 as well and the mods i've done so far are:
Full HKS turbo back exhaust
Apexi Power FC
HKS 2835 ProS turbo
HKS front mount
Koyo Alloy radiator
Blitz IBC boost controller
Aragusta Coil overs
Slotted rotors
Castor Rods
Nismo 1.5way diff.
Soon to come: RB26 Plenum, Better brake setup, Nismo Lower controll arms.
Then its time for track!
Remeber to get some sexy wheels and a sexy body kit and you're set.
Also a good tuner for your ECU is always good.. (so your car wont blow!)
Just my 2cents
Jin