Decide what your ultimate goal is. Do your homework and decide what steps you need to take to get there, then buy the piece of the puzzle that will work and still be useful after the next step. No sense in upgrading only to realize that upgrade won't work with the next one. Example: certain CAI's will work for N/A and F/I, others, not so well. An axle back might be fine for now, but you might find you need a full system later.... You don't want to spend good money for something and realize you have to sell it because it won't work.
Above all, resign yourself to the fact that modding is highly addictive once you get started.