as above, get new shocks for starters, I run Rancho 5000 series shocks (p/n RS5116 under that was 28-14100).
I bought Thorley headers from Summit Racing for $338 and they were the best investment I ever made! They rumble and let the ol vg motor breathe. The VG30 motors are notorious for the manifold studs breaking, and unless you change to heders, the manifold will keep breaking them...
I suggest running 2.5" pipe all the way through, with a high flow cat and good muffler. I run a Flowmaster 50 series and it rumbles and sound really good. Not like a ricer or icky farty 6 banger.
If you want to improve the looks for little money.. go with the JGC coils in the rear and crank the torsion bars a bit and run 31" tires if you don't have them already. The lift can give up to as much as 3.5" inthe rear, and cost less than $150 including shocks and brand new coils.
I prefer (and also damn smog laws) my enclosed K & N filter, but some do run cones, which I think need a few mods and cost a bit more.
First and foremost... enjoy your Pathy!!!
Here's my pathy with the JGC coils and Ranchos sitting on 31's.. just for ideas.. and another one of the way I had my exhaust made too.