Suspension recommendations for coilovers are if you plan to do a lot of adjusting. If you want an install and forget, you can spend less on a set of springs and adjustable dampers, or even less than that on springs and fixed rate dampers. The general pricing range would be $1000+ for coilovers, $600-800 for springs and adjustable dampers, and under $500 for spring and fixed rate dampers.
Stuff that can be had on the cheap: piping. This means you can have a local mechanic build you a 2.5" or 3"turboback for cheap. The only things you need to worry about would be the selection of catalytic converter and muffler. These define restriction, decibel level, and tone, and will be up to your preference. The rest is simply piping and I find the pricing for some of the brands egregious. That said, if you want pretty piping with TIG-welding, then yeah, I guess you can pay the extra money for the aesthetics. You can get a high-flow cat and a Borla or Magnaflow muffler mated to a custom made turboback for under $500, installed, instead of spending $1000 + install fees for something shiny.
ECU programming will depend on your plans for the engine, particularly the turbocharger. If you plan to stay stock, then the companies mentioned above (APR/GIAC/RevoTechnik) are readily available, but so are other companies like Neuspeed, RaceSpec, and UPsolute. Look at what they promise to output for what price, then find the one nearest you so you don't have to ship out the ECU. If you plan on a turbo upgrade, then your choices will shift. Unitronic becomes more relevant, as well as ATP turbo and even Neuspeed with their E-05 turbo. This will introduce ancillary parts such as the DV, the spark plugs, the fuel pressure regulator, etc. and may lead to even a new intercooler. A chip along will be $250-600, with ancillaries adding up to a couple hundred. A new turbo and the parts that go with it would obviously jack everything up past $1500.
I wouldn't worry about the intake for now. That's a debatable upgrade, and you can always shove an aftermarket one in there if you decide to.