First determine what class you will run. If you run stock Just do front swaybar and get set of Hoosier A6's or new Good Year DOT R AX compounds. Optimize alignment best you can. Listen to the guy who was 4th in Nationals one year.
If you dont care about class then good set of springs and dampers, front swaybar, nice set of 18x9.5 fronts and 18x10.5 rears. You can run 295 A6 up front and 315 in rear on those wheels. No clearence of spacers needed.
Finally get a good LSD like OS Giken.
Leave brakes alone - the stockers are perfect for AX. Contrary to popular belief you dont want track brakes on an autocross car. If you live in cooler area dont think you will need oil cooler however I was really not happy with temps of my car just with spirited street driving. I couldnt stand to see spiking temps so installed a cooler on my car.
Wide body Z34