Stage 1 (Cobb AP + drop in air filter) really wakes the car up. This mod will be the most bang for your buck by far and is the easiest installation of any performance upgrade. Most retailers will throw in the filter for cheap if you buy an AP. If they won't then find it from another forum member. Hell I'll give you mine if you come down here as I'm not using it anymore! On paper stage 1 adds something like 20 hp but what you really notice is that the boost restrictions are removed in the lower gears, so it feels way faster. You will get some torque steer!
I recommend getting a roll restrictor aka rear motor mount. What this does is keep your engine from moving around (front to back) as much. You may experience a bang with the stock one, where the engine hits the firewall on very hard acceleration. The RMM also helps control wheel hop. Cobb makes a fantastic one that I personally use, and many retailers will sell the AP + air filter + RMM as a package - I should have gotten that!
There are other brands of RMM's and they will vary in terms of softness, where some sacrifice NVH for control. The most popular are the ones made by Cobb, Mountune, Boomba, and CP-e. I have owned both one by Cobb and Boomba, and have written my thoughts here on this thread:
http://www.fiestastforum.com/forum/threads/7995-Cobb-and-Boomba-RMM-Review
PS - NATCA, nice! My dad was a controller at a center, then moved to the command center for his career.