Well... depends what your after really, The cheapest mod is stripping the car which costs you nothing!
On my RSi i have stripped it out, fitted bucket seats an 3-point harnesses, Spax adjustable shocks and -60mm springs, Magnex S/S system + de-cat, Hill power air filter, superchip, strutbrace....
All that has only made me just over standard power tho! the RSi's are good motor's but just need a few more valves lol
Sadly as big_hp said you really are better off fitting a williams or valver lump for real power...