I'm also leasing my car, and while I haven't done any mods yet (just got the car a few weeks ago), I specifically asked about mods. They said they didn't care as long as the car came back with no parts missing/damaged, and back to original. There's even a piece of paper in the contract that goes over what they look for when you turn in the car. Check out your paperwork from your lease and see if you've got something like that.
Otherwise, an intake, tune, wheels, and RMM would be easiest. Could also do some LED's if you're into that (turn signals, license plate lights, rear brake lights, etc...) since those are generally very easy to install/un-install. I probably wouldn't go installing a new turbo until after you've bought out the lease though...