I think it depends on how much money you want to spend on performance vs appearance, and who will be doing the work on the car. If you want to do most of the work yourself but havent modified a car before then you should first learn how to maintain the car and buy the necessary tools. A guy who does his own injector and fuel pump upgrade doesnt pay for a shop to change his oil, unless he wants to maintain service history. You live near London? which is pretty cold so thats a plus.
In my opinion, changing the exhaust and filter will not give you noticeable gains. It will make the car sound powerful, particularly a pod filter as the stock box is designed to cancel noise from the compressor. Only a re-tune after these mods will show gains, and a retune requires a Nistune ECU mod or complete ECU replacement like a PowerFC.
Changing the intercooler is only essential for track use or high boost (18+ psi). On the street the heat soak capacity of the wmic(wing mount intercooler) will keep your charged air at a low temperature unless your shredding tyres. At higher speeds the wmic will work much more efficiently. Hot charged air will cause loss of power.
Brakes are ridiculously expensive to upgrade, and again unless you are on a racing track you dont need them.
I would recommend an electronic boost controller first. At around 14 psi and 7000 rpm you will max out the AFM (air flow meter) and then the fuel pump, then injectors, so keep it below 14 psi.
Next I would go coil over suspension and rear subframe align and lock rings to improve handling and eliminate axel tramp (bouncing of the rear wheels when they accidentally spin).
Eventually you get to a point where you can do one off mods such as:
-Turbo back exhaust
-Pod Filter
-Fuel Pump
-Intercooler
-Intercooler
But to get real power improvements you have to do a few things at once:
-PowerFC D-jetro (inc Temp and MAP sensor)
-Injectors
-Fuel Pressure Regulator
...and a tune