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I would say drive the car stock until you have an idea of what you'd like to improve. Modding for the sake of modding is pointless, IMO.
If all you want to do is "go faster" the 86 isn't really the best car for that, IMO. Find some twisty backroads or go to an autocross event and see how the car feels doing what it was designed to do: carving corners. Couple of days after I bought my car, I drove it on the same road I normally ride my motorcycle on. Everything just felt right.
But if simply "making the car faster" is truly your goal, better tires would probably the first upgrade I would suggest. Yeah, it doesn't "add power" to the car, but it makes it easier for you to put the power the car does have to the ground. Then, maybe look into a header, exhaust, and tune. That covers basically 90+% of power you can get out of the engine while remaining naturally aspirated (no turbo or supercharger), unless you decide to switch to E85 fuel.
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