1. Get an aftermarket barrel or two. There are a ton of barrels for the Spyder. Which one depends on your price range. Check the web for barrel reviews if you're not sure what you're looking for.
2. Get an agitating hopper. It'll feed balls faster and you'll chop less paint.
3. If you're using CO2, get an air tank. You'll get better consistency with air than you will with CO2.
Play with your gun for a while before you spend too much on it. After you've played with it, you'll know what you want to change. You might want to save up for a better gun, get an electronic grip, or just spend your money on paint and playing.