The best mods for a car engine are as follows, bear in mind that power gains on a small engine are always going to be minimal and I don't think these mods are really worth the cost (except for a supercharger conversion).
Internal work yields the biggest gains, head work like porting polishing and 3 angle valve jobs will maximise the airflow and raise the power.
Have you thought about fitting a supercharger kit? There is I'm pretty sure one around now and it really makes a massive difference but it does cost a fair bit of money.
If you want to go to the max then cryo treat the block, get it rebored and look into blueprinting and balancing as well. You'll also need stronger internal parts if you are looking at a big power hike so forged rods etc.. are the order of the day.
Bigger valves are an obvious add on but not all engines are suitable as it depends how close together the OEM valves are.
A fast road cam will yield good power gains, especially in the top end of the rev range. Don't go mad though a profile of up to 270 degrees will give the best gains without the engine becoming cammy (lumpy tickover at low RPM).
The most popular power mods are induction kits (which are questionable as power mods but they can sound nice if that is your sort of thing) and sports exhausts with sports catalysts or decats.
To keep the car legal I'd recommend a sports catalyst rather than a decat.
The last mod should always be a remap as this will allow you to fully realise the power gains on offer from your mods. Turbo cars respond very well to remaps.
It's worth having a read of the articles on
www.torquecars.com/tuning/ for more information on these mods and what the terms mean.
