Strip weight, there is a lot of snap to be gained on the TI.
Everything that works on a E30 M3 works on a TI as far as general handling and performance of the chassis.
I'd replace the cat, and google/search for "Nick G" for some tuning help. 1 size upsize on the exhaust and a magnaflow should buy most of whats there in the exhaust area.. The stock header isnt bad at all.
A full cage will make the car handle better. The TI has very long doors so the chassis take a bit of a beating in roll.
There isn't much available for intakes (thats worth any effort) besides stock. Search around on here for the CAI threads, "Fogging" the air box is pretty much the max gain and its the cheapest..
The 318ti already has brake ducts,, all you need is a short tube to guide the air deeper into the wheel.
You can when you get the ECU programmed,, I believe jump to a bigger air flow meter, and taking the traction control butterflies out can buy a little power.. Its on here somewhere.. LOL