I love these topics -
Start small:
1. CAI (Cold Air Intake) Some say not necessary, others say do it - I did it because I wanted to, who cares if someone else thinks it is a waste of money - not their money, right? AEM show'd dyno of 4whp, I think. I prefer namebrand, mor emoolah, but more R&D involved, so you get quality parts. Other good ones, Injen and K&N.
2. 8mm plug wires. Simple, fast, looks nice under hood, and does help. I replace my spark plugs with stock, but some will swear by NGK V-Power, so whatever your choice. Any work, I got cheaper ones ($40!!!).
3. As per above, spark plugs - stay away from those platinum ones, go with NGK or stock Champions.
4. Coil pack - meh, maybe, maybe not, but I went ahead and did because I found a used MSD for like $20-25 on a forum, so who cares, waste or not, some people say do it, better spark cruve, blah blah - hell, I dont know, but it looks nicer than the stock black one (which I still have

)
5. Not really an upgrade, but I think is a must if you do any spirited driving, and that is a catch-can. You can do the simple $20 mod, look at racer12306's sig, or just buy one; bwoody or greddy are nice.
6. A must if you have an MTX (manual tranny) and that is poly-bushings. Get boogers, they are great.
7. To go along with those, get a short throw shifter. Stay away from the shifter-only STS's, they suck, the best are mopar, maddog, and some others, search... you will find nice ones.
8. To go along with those, get some stiffer inserts for the motor mounts. Now that you make some power (well, did before too!) you need to keep it on the ground... get some inserts, like prothane race - they are awesome, although it will vibrate more.
9. Match up those motor mounts with a tranny mount. There is a guy named vitor from neons.org who makes em for like $35 or so, or you can fill it yourself. Either works, but filling takes longer (car down for 1-2 days). Use poly-urethane.
10. A must for us neon owners, and the single best bolt on to date (in my opinion) is a lightweight UDP. Some people love the MPX, I have an Unorthodox Racing, other say Megan Racing/eBay. So, which ever. All rule!
11. My second best mod to date, 60mm throttle body. Why? You want it to breathe, don't you? Eventually, if you do massive upgrades, you will need more flow, and this is awesome for it. Throttle response, awesome! Get it. MPX, LFS, all good - some say I like one over the other, I have LFS and like it.
12. Catback exhaust system, 2.5". This is a must if you want to take advantage of all these mods, plus for the future! Bottom line, this is expensive! You can piece one together, like dawm did (search here) - get several differnt pieces from Summit, less than $100. I would also suggest cutting out the resonator and replace with a 2.5" straight pipe if you do not upgrade yet -$20, and sounds Grrrrrrreat!
13. Exhaust options vary (muffler, that is) but I like the sound of the RT/ACR dual outlet exhaust, plus it flows very well. Other options are those fart cans, etc... which ever you want, but I would look for a used RT/ACR one.
14. Cut out catylitic convertor (ILLEGAL!) - only if you think you can get away with it

Enough said, I do not authorize this, just throwing out options. Or, replace with a high flow, 2.5" cat.
15. Poly bushings for suspension - look on Modern Performance - these are great to replace worn and broken ones, plus it really stiffens up the suspension. +1!!!
16. Lower springs??? Well.... lots of options as well as opinions out there, but you have the cheapest and really good ones are mopar lowering springs, or otherwise known as 1st gen RT/ACR springs. Look at my sig for what they look like. Other options include coilover (BEST) but most expensive. Just search and ask, you will find all sorts of opinions!!!
17. Struts??? Well........ same as above, opinions vary. Good option, if you can find em, are ACR struts. They are adjustable (not height, only stiffness) and are sturdy/strong. Search around, ask questions!
18. Sway bars - these are a must if you plan on taking some serious curves

- good start is a PT Cruiser GT front sway and SRT4/RT/ACR rear. Some cars do not come with the brackets to attach them, so you might have to upgrade struts. Ask around and search for more info.
19. Crank scraper - ok, not much of a "bolt on", but you could do it yourself, fairly easy to do. Why?
Click here!!! That is best reason I have found so far. Performance? Meh, maybe... I have seen claims of being a great 'performance' upgrade - oh well, whatever - opinions vary.
20. Engine Oil - you need to switch to synthetic, bottom line... find your own favorite - hell, there is a whole thread concerning this - find what you can afford and find... I use MObile 1 synth. along with a Pure1 filter. Stay away from fram filters.
21. New tires. if staying stock, go with 205/55/15 - those are decent, your choice of brand (some say Toyo, others say Falken, still others like Hankook). Lots of choices there.
22. Front and rear strut tower bars - another great bolt on that helps with cornering. Some say do not get a front, but they can look so purrtty!!! I would go with a tri-point by werks, or maybe the nice ones from Vibrant... all good, just stay away from cheap ebay ones.
There is a great start for bolt ons!!!
What else is there??? Well....
1. Magnum head - a must to make serious horsepower with the stock sxt engine. Flows better, and will create more HP. Find one used for sale or check junk yards... what has them? Any ACR or RT from 01-04.
2. Magnum Intake - another must, the secondaries really open you up!!! Plus, once again, flows great and another must to make more HP.
3. Magnum exhaust header - or, actually, any long tube header to make more power. Search around, find one that you like, and research it here and over on neons.org. Lots of differing opinions.
4. Camshaft - which one!!! Well, in stock sxt head, I say no more than a Crane 12 or Comp 200. If in a mag head, go up to Crane 14, but I would say Comp 400 is best bet, considering all the power stays in your rev range! I love this mod, actually best internal mod I ever did.
Other options:
1. Scrap everything above and get a 2.4L turbo and swap it in.
2. Hahn makes a turbo for us, use that.
3. OR, do all the above, plus Nitrous Oxide.
4. Rebuild bottom end, new forged pistons and other internals, have the block blueprinted and crank balanced, port the head and intake - this is serious money which will not net you as much as a turbo.
Enjoy, it is addictive.