You can get some mild gains without a huge outlay, but if you're looking for significant gains you're going to spend.
To be honest, do your suspension first.
I didn't do suspension first, but did build a good one eventually.
Koni Sport Kit suspension (springs/struts in 1 box) for a ~1.75" drop and the good Koni Yellow adjustable struts. (~$700-800)
Change out your strut mounts when you do it
Do poly suspension bushings up front when you do it
Then swaybars. I did Addco 25mm front and rear, lots of people do the Eibach ones (22 front 18 rear)
Strut tower braces next.
Adds up to ~$2000 by the time you count all the misc. pieces and it will turn your j-body into a little go-kart

There are other options too, (eibach springs and tokico D-spec or KYB AGX struts), I think there are some adjustable coilover options if you want to spend more (Ground control are a common combo with koni yellows).
Research on j-body.org for other ideas. The first suspension setup I listed is what I did. Zero body roll after your done, full soft on the koni gives you a nice "firm" and controlled streetable ride. Tweak the front/rear stiffness balance on the struts to dial in the desired amount of over/understeer characteristics.
Don't cheap out, you'll hate it

EDIT:
Found a price for the GMPP blower kit. Eeep, but I had the 2.4 Twin Cam one, when installed it looks OEM.
http://www.summitracing.com/parts/NAL-17800003/You can probably get it cheaper, but this is the kit I was talking about. Might even be able t pick up a used one on JBO.
[This message has been edited by squisher86SE (edited 09-07-2012).]