Intake and software are usually the first engine mods people do.
If you have the budget, I recommend the Dinan Cold Air Intake ($450), otherwise the Conforti intake is only a few hundred dollars I believe. For a cheap one, the cosmos intake is around $100 I believe. Those are all prices for e36's. You have an e30, so I'm not sure about the availablity or price differences.
Did you get my PM earlier?