The first thing you should buy is a motorized loader. The next thing is paint, and lots of it. Once you get used to the gun, and start to understand how it works, and what the upgrades will do, THEN start looking at upgrades.
IMO, this is the order to buy upgrades and see the most improvement with each one:
Motorized loader
Barrel that matches your paint well
LPR
Spring set
Short throw three way
Adjustable inline reg
just about everything after that is going to have a small difference, but it won't have the impact of these upgrades.
Your other option is to stick with the stock parts, and have a good tech tune the hell out of it. You would be surprised how good the 2k+ stock parts really are.