it totally depends on what you're looking for. Performance or Looks. It's best to go with a little of both, however, I'd suggest performance before looks.
Keeping it cheap and simple, I'd start off with a Cold Air Intake(near $200). Check the HyundaiPerformance store for an AEM intake. I'd also suggest upgrading spark plugs ($30) and spark plug wires($50-200). I've got NGK plugs and wires and can't really tell a difference between NGK wires and Magnacor wires (Except price).
Wheels are something that can TOTALLY change the look of a car. Depending on the color of your car, I'd suggest silver. Chrome almost never works well on our cars, and I wouldn't go bigger than 17". Get a decent size tire (215/40/17).
I'd also suggest clear corners from KSpec.com. They really change the look of your car, and cost about $70 or so.
If you want some NICE interior touch ups, check out FlyRyde.com (or hyundai member 'blacktibs') for his interior air vent haloz and headlight angel eye haloz. They're awesome, very reasonably priced, and very professionally made. One of the nicest touch-ups I have to my car.