An intercooler should be on your list. It doesn't add any HP but it helps you use what you have a lot better and helps prevents heat soak. The stock intercooler is very small! I followed
@UNBROKEN's advice and got the rear sway bar, bushing inserts, plus the vertical links and toe links. The sway bar and bushing inserts are really noticable, especially when hitting an off ramp with some speed. You feel the vehicle is planted and doesn't have so much body roll. If you're looking for more HP though you are gonna have to spend some money. Upgrade the turbo, fuel injectors, fuel pump, etc. But again, you want to set up the vehicle to handle the HP before you add it or you will break things. Another good add-on is a differential brace. Your 22 will have the one bolt set up and adding extra torque is gonna cause it to fail. Lot's of reading on that subject on here.