I think exhaust/emissions is most important.
not sure about the laws in the us, but you're not allowed to drive cars without cat here, except your car is older that 25 years.
edit: just a note to complete it - no, diesel engines don't need cats, but your's runs on gas eh?
I think you should get a proper cat and quiet exhaust + all needed headlights, taillights etc. of course.
Cops here don't care about interiors, not sure for the us too... don't think that's a problem
in germany, you have to make gov inspections every two years - and they don't open the engine and look for every part, so internal mods are no problem (some inspectors don't know what a BOV is, so you can run several things without papers)
cu