A few members have had problems with the walbro pumps seems that the quality has gone downhill in the Last couple of years,the roger clark motorsport ones have been recommended before along with scoobyworx pumps.
The maff sensor doesn't get on with oiled filters like the k&n ones so maybe a dry drop in one may be better, there are loads of induction kits around but I'd stick with the standard air box if your not after big bhp gains, the heat generated in the engine bay is going to cancel out the benefits of a cone filter in my opinion,
I've been told to either mod the intake side or the exhaust side but not both if you don't plan on getting a map straight away as it messes up the fueling too much, how true this is I don't know but I'm not planning on trying just incase,
I ended up going sports cat and ss exhaust system as the previous one was rotting away, I haven't seen any over boost issues that may occur if you delete the cats without a map but I do know mine runs a little rich due to not being mapped yet, if yours is a My99 car onwards there's ecutek software and others available for you.
Duncan from racedynamix comes highly recommended for mapping, I'm sure a few more members from down your way will be able to ad a few more names,
So I'd go either exhaust or intake mods, fuel pump, then if you want to change the other bit you've not done, do it on the day of mapping then of it is running funny you won't cause too many issues