Milo, I'm pretty much in the same boat as you, I've had my R33 a couple of months and am contemplating mods.
If I was you i'd look at getting a 3" exhaust/hiflow cat/dump, air pod+partition wall, dual stage boost controller, FMIC (not to big) and an APEXi S-AFC II or full blown chip like a powerfc if you have the cash.
Susupension and handling wise, maybe some front and rear strut bars, pineapples and adjustable suspension.