I see alot of posts asking what mods they should do. Many Evo owners are not mechanical engineers. They just bolt on what ever the hot product of the month is without any real goal in mind.
My approach to my Evo has been, pretty much, planned out.
I'd say, before you start you need to decide what you want, a streetable car with decent power, a power monster with big turbo a huge top end juice or something in between.
Once you decide, make a logical plan.
You really have to plan in reverse. (ie..If you are going with a power monster, you will need to upgrade clutch and transfer case before you slap on that GT42R).

I broke it down like this: (tunes through out mods, either SAFC of flashes)
1. Cooling system(engine and turbo), mainly because I live in AZ, maybe different for you. (radiator, Samco hoses, intercooler and pipes)
2. Engine breathing, (intake, exhaust, boost controller/BOV and adjusting fuel for both)
3. drivetrain insurance (clutch, fluids, maybe transfer case and tranny rebuild, etc)
4. then begin to improve on breathing/fuel (fuel pump, injectors (for future considerations), aftermarket O2 housing)
5. Then start going for "bang for buck", (cams and gears, water/methanol injection, 10.5 housing (for 03 Evos), aftermarket watsegate, improved ignition, maybe porting)
6. From there it gets expensive, stand alone EMS, head work, bigger turbo, built shortblock or stroker, keeping reliablity of drivetrain in mind.

I've stayed away from the mods I feel aren't worth it, (aftermarket exhaust manifolds on stock turbos, bigger intake manifolds/throttle bodies on stock turbo are the ones that come to mind).

My bottom line is, have a logical plan, research your products, don't buy into unproven hype.

 

definitely have to do your research and decide what you want out of the car