I usually start with the running gear; upgrade front hubs/brakes to 16v (256mm) or G60 (280mm), stitch welded wishbones with TT rear bushes, upgraded anti-roll bars front and back, Mk4 Golf rear caliper conversion (perhaps the Polo rear stub axle conversion to do away with the taper roller bearings), decent set of coilovers to get ride height set nicely, maybe some spacers on the wheels to get them sat right..
Add in 4 wheel alignment and gear shifter rebuild kit and it'll handle and stop very nicely after that lot