My stock lude is fun... but I want to make it more fun

. My first purchase will be a new suspension setup (hopefully Koni/GC), then typical i/h/e. But I want more.
But I'm trying to spend as little on my car as possible. I work full time, but I also go to school full time and am saving up for a house. So I'm looking for cheap horsepower. Nitrous.
But is it really worth it? What am I getting myself into? I'm looking to just run a 50 shot. Is there anything more needed than the NX kit shown
here
and 1 or 2 step colder plugs? Should I tune w/VAFC?
I did a compression test recently. 200-200-205-205. Good numbers, right?
What are the chances of something bad happening to my engine. I plan on doing this "the right way", but I still want to know my risks.