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Nice car, it was my first Skyline and I look back with fondness.
The first mod should be turbo back exhaust, about £500 ish. Then induction, most recommend replacment filter in standard air box but Apexi/HKS look so much better (I'm so shallow). Then think about boost controller for the full stage one although keep boost to a minimum if you still have standard turbo as ceramic fins are brittle.
My first 'mod' is FULL service to make sure the engine etc is sound, this should be a priority IMHO above anything else.
im in a similar posistion jus broke the skyline V plates with an R32 GTS T, its been mapped for uk petrol, and had abit of work done to it but not too much. First thing im goin for is the t'old major service and an oil / wax undersreal for the old girl! keep her healthy!
unsure what to do after that to spice her up, ill think of something!
you should keep us upto date with what you do though cos i think alot start into skylines with R32s and i can compare!