Vf22 is quite an old turbo but they do the job. If you want to stay within the same single scroll family a vf30 will give you more midrange without sacrificing the top end, a vf34 being probably the best you can get from a factory range.
Tune it. Tune tune tune. You will have a SIGNIFICANT improvement in drivability, response and fuel usage. If its jdm, you are S*** out of luck with a Cobb, they work on usdm and a select few audm ONLY.
Sti shocks and springs are a good upgrade, drop it somewhere around the 70mm mark. Get hold of an sti rear swaybar endlinks and bushes, or a big whiteline one to help the body roll.
Remove the subframe and gearbox spacers if its a manual, sets you to the same geometry as a wrx. Once done though, keep an eye on your front control arm bushes as they'll S*** out pretty quickly
Sti and wrx mani, ehh not worth the effort.
Sti tmic, definately worth the effort to swap. Try to get one with the y pipes. The support bracket can be bent to hold it iirc.
Walbro or deatchwerks fuel pumps are considered a good idea, more a supporting mod tbh. You cant hardwire and relay these, as they are controlled via a speed controller by the ecu.
K&n filter... Much of a muchness. Tbh a ryco filter is easier, because they dont need cleaning and they dont coat the afm in a thin film of oil. DO NOT STICK IN A POD
Going backwards in performance.
Tl;Dr
Good tyres, lower it, fuel pump, sti tmic, tune and you'll be upsetting a few people