I spent a lot of time working out the best mods for the 3.0R when I had it.
By far the best to start with is an ECU remap. For remote tunes, if you have some patience and can deal with long waits, then Matt McLeod (kido tunes) does amazing work on the 3.0R. If you want someone responsive that does a reasonably good job XRT from Barbados does a reasonable job too.
The Raptor headers do not add a lot of extra power, but they do free up the top end of the rev range so the car will rev freely all the way from a standstill to the redline. You could spend up large on a custom exhaust, but in reality all you need is the headers and then remove the 3rd cat from the system. Once you go to a bigger bore, even a 2.25" you will lose power in most cases.
With these small mods mine was 164kw atw from memory. Which equates to around 210 at the fly.
Don't buy an auto unless you really have to. The 3.0R with a 6 Speed has plenty of torque once tuned so you barely need to change gears in traffic anyhow. No need for a heavy duty clutch in these. The standard STI based unit works just fine unless you are supercharging it.
The stock suspension is OK, but if you can afford some Sti pink springs or a set of swift springs it will really help the stance a bit and stop it nose diving a bit when you really push it. A rear sway bar upgrade really makes it turn in like it should and pretty eliminates the understeer that these have.
That's my 10c