Welcome to the forum - and, belatedly,the obsession!
My opinion is that short term, you should go for intake and exhaust first up, as you'll get some fun out of them, and then once you've chosen your headers, the fun will start anew!!

Additionally - post an introduction thread in this General Chat section, with pics of your ride - we all love all MX5's, regardless of the rivalry between the models/versions, as this will serve you well for any future questions because we'll have an idea of where your car is at.
But the best bit: This is the most friendly and helpful forum I've ever been a member of, so feel free to ask anything you need to know - this is a great bunch of people, with a metric buttload of combined knowledge.
I'll let your fellow NSW members update you on what's what in your state, if you don't already know.
