First, congrats on your new GTO! I just picked mine up a little over a year ago, and it's been a great car, love it.
It was 100% stock when I got it, and have done the following in order:
1)MGW-p shifter(the stock one was shot, would recommend it feels so much better)
2)Hinson Poly trans mount, stopped the sloppy shifter bounce from stock mount
3)Corsa sport exhaust(awesome sound, no drone, great quality)
I have an Lingenfelter Cold Air induction on order for the last 2 months. I know everyone loves the OTR intakes but I can't stand that you have to cut the shroud and I like the way the LPE looks way better(more OEM and uses stock intake location, also compatible with a maggie). I agree though if you want the extra ponies it's hard to argue that the OTR wouldn't give you some more.
Next I would get some coated Kooks 1 7/8 headers, high flow catted mids, and Hinson poly motor mounts. After that, either a cam or maggie or both!
As far as suspension mods, my car seems OK right now but I'm sure I'll need some bushings, etc. down the road, and probably a new clutch. Also when my tires need replacing I'm doing new wheels, rolled fenders, and running 275's in the rear.
Anyway just wanted to give you an idea of my first mods if it gives you any ideas.