There's huge debate over performance air filters. If you google it, you'll get a pretty damn long list about the comparisons between K&N etc etc. But in a nutshell, it's a trade off between air flow/filtration.
Some performance air filters offer better airflow at the expense of filtration, others offer better filtration at the expense of airflow. It's all down to what you are wanting and the material that said filters are made of.
As for mods itself. Mountune do a replacement throttle body which improves response apparently (I say apparently as it's a matter of opinion if you notice a difference or not). If you look up totalbiff on youtube, he installs one on his Fiesta and looks at the difference between OEM and Mountune.