I think the market it still a bit limited for your car, but you might be able to get some bargains.
www.neuspeed.com should have a list of cars that they make products for. Otherwise try
www.rmrproducts.com these are products specially made for the Lancer by Rhys Millen Motorsports. I have a Subaru Impreza 2.5RS, so parts are more readily available, but they weren't when I started. The first thing I got was an exhaust, it doesn't have much affect on performance, but the sound and look is good. I also have an intake and a super light weight underdrive pulley, and a Apex-i S-AFC to tune the fuel/air mix. Thats it for engine. Suspension wise, I changed to high performance STi Version 5 struts with Eibach springs, and an adjustable (18-20-22mm) rear sway bar, and finally Kumho Ecsta Supra tires. I have other stuff, but is mostly cosmetic (wing, lip spoiler, clear lights, etc). If your on a limited budget go for some sort of sport spring package that will work with stock struts. Tires and struts may be too expensive, and springs will give the car an aggresive stance and you will be amazed at how well it handles when you first drive it after the install. Otherwise maybe go with a universal muffler instead of a full cat-back, the horse power gains are going to be so minimal that either will be fine if you just want a good sound. I like Remus exhausts because the tone is deep and mellow, not like some exhausts that sound like lawnmower engines.
Justin
