I reckon you've got the right mind set starting on the suspension first. Whats your aim for the car? Just a daily, or go for a little track later on? You could start with KYB or Monroe shock absorbers for sporty / street or go to something like TRD / Bilstein for something a bit more track. Springs you could go for Lovells / King Springs, bit more cheaper or look at sponsors on AE86 driving club who do aftermarket springs that go better. Do you want to do brake upgrades, or keep the standard setup?
Alot of stuff you easily do on the weekend time with suspension aslong as you have some basic knowledge. It all just depends on how far you want to take it. You could go for a simple setup to start of with than progress, or go for a street / track setup right from the start. I would say shock absorbers / springs would be your best starting point though. Could be wrong though :)
Cheers Fusion