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Gears aren't worth it IMO unless you are going to buy some sticky tires to take full advantage of them. I had them on my GT and I spun like hell.
I would do a JLT ram air, longtubes, midpipe and a catback and then a dyno tune. You could also get an intake spacer and UDP's. Also a short shifter would make driving more fun in general. I had an MGW in my GT and loved it.
A tune will let you take advantage of all of the HP your car has but your not using. They tune everything so that the A/F is right and so that you are making the most power possible. I wouldn't do it until you have at least those mods though.