If you are after big gains, TPC have a turbo kit that is probably your best option. You can do things like exhaust, intake, retune, etc - and while these will give you gains, they will probably not be what you seem to be looking for.
Handling - a few people have KW v3, Bilstiens, if you are staying on the road only the ROW M030 is good (that is what I have).
Brakes - S brakes should be fine, unless you add a turbo then you might like to look at GT3 brakes.
LSD - Can't recommend one as I have no personal experience. But on the LSD option - an Aussie mag ran a 'Tuned' car shootout. A Cayman S was part of it and its only mods were exhaust, retune and LSD. On track (only a short circuit, under 3ks/2mls) it was only about a half a second slower than a tuned turbo that was running coilovers. All the testers commented that the addition of the LSD really helped to make a great car EVEN BETTER.
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