Are you asking which parts to buy or how to actually tune the car itself once the parts have been bought?
If its the parts to buy, then as Team666 has said as far as power goes the order you purchase them in does not matter. Apart from that I would advice a balance, rather that just throwing all your money at power upgrades. Power is only any good if you can get it down on the road.
If its settings and tuning advice you are looking for, my I recomend my GT4 Tuning guides, simply click on the link in my signature and download them. It consists of two .pdf documents with lots of help and advice. Hopefully you will find it useful.
Any other questions please don't hesitate to ask.
Regards
Scaff