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Honestly, the best thing you can do to get better is to change as little as possible and just drive it.
I'd do sticky tires (200tw), brake pads and fluid that can handle track use, and leave it at that. Oil cooler probably won't be needed immediately, but you'll probably get to that point fairly soon.
As you get better, you'll start to notice what the car does well and what you'd like it to do better. When you find that those things are starting to hold you back, then change them.
The biggest things that will help will be suspension and a great alignment. The ability to get that great alignment might require some extra parts (camber plates, control arms, etc). But I'd recommend the slow approach... working up to the current limits of the car and then modifying it as you notice things holding you back. You'll improve more as a driver and also really get to appreciate the value each part brings, which will help you develop the car into a cohesive machine that does what you want.
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