Lots of good advice so far in this thread. I personally think it's a good idea to get with PCASDR and go autocrossing with them. I plan on doing that eventually--will take the traction control off and learn how to drive the car.
I wouldn't necessarily recommend taking it out to WSIR or Buttonwillow immediately as those have the potential to cause major damage to the car if something goes wrong. Learn what you're doing by killing cones first then try the real tracks.
Oh, and get a good helmet. If you have a $50 head, buy a $50 helmet, but if you actually like your head...