What type of modifications? Performance? Or body/stereo?
I don't know much about stereos and such, but for performance the best thing to start with is a cat-back exhaust and a good intake setup.
Most people go with 2 1/2" mandrel bent pipes and a good high flow muffler. You can also purchase a high-flow cat from Catco or Random Technology that is stainless steel.
For intake we are lucky with the 3.0. You can just remove the airbox and replace it with a cone filter.
If you want to go further with the intake you can have your upper/lower intake manifold ported and polished. I noticed that this upgrade has made more power than just the cone filter by itself. The port and polish really opened things up in the low end that the exhaust had slightly lost before..
If I were to go in any order, I would do the intake first, I noticed more gains from the intake. But I also had my cat-back installed first so it could have helped alot.
Once you get past the exhaust and intake modifications, it would be good to go with ignition upgrades. Then upgrade your fuel system via high flow pumps, blueprinted injectors, or possibly a FPR (Fuel Pressure Regulator)
You can also take your heads down to a machine shop and have them shave them, do a valve job, port and polish, and that should make the top of your engine complete. It might be a good idea to have a set of gapless piston rings installed also, since they may go out after a while of modifying the top of the engine so much.
A good idea after you have done all your modding is to install a custom burned chip. But you must wait for everything else to be done first that way you can program the chip to reflect what changes you have made in your car, rather than getting the chip first and then making changes that the chip is not really aware of or optimized for...
Any more questions just ask..
Marc