It all depends on what you want out of the car.

Hardcore autocross and road race folks upgrade the suspension and brakes before anything else.

Hardcore 1/4 mile racers upgrade pulley's, intakes, manifolds, ECU's, exhausts, and anything else they can squeak a horsepower out of.

If you're not into official racing, then it depends on what you want. Like Cruizin says above, a cold air intake, a pulley and a tune are VERY adequate for lighting up the tires on the street. Mods after that get more expensive and add enough power that it will become a challenge to keep those tires from spinning.

I wouldn't bother replacing the pump until you need to, unless you're taking the front fascia off to do something else anyway. Then go ahead with the pump and save yourself the trouble of taking it off again later.

I also wouldn't worry about an AFR sensor/gage and datalogger unless you plan to add more mods than just CAI/pulley/tune.

For the tune, I would suggest renting some time at a dyno and coordinating with your tuner so you can do a before and after dyno. This will let the tuner adjust your tune to be just right. Even with the added expense of the dyno, it will still be cheaper than the AFR sensor, gage, and datalogger.

The NeedsWings super cooler (heat exchanger upgrade) is a good mod for our cars, whether you're a racer or not. The heat buildup in these cars is serious and saps your horsepower. The super cooler will keep your supercharger cooler and help you keep those horsies.