Welcome to a fellow Mugen owner! I am sad though that my wife and I don't have the only one in Ft. Worth area anymore lol.
Get wheel locks. however because they are the GP's you need ones that have the tuner seat and not the rounded seat. The stock Honda wheel locks have a round seat that will damage the wheels in the long run.
The other mods depend on your goals with the car. Did you want to keep the exclusivity and minimally modify it for a little more power? Did you want a great handling beast? Etc.
One thing you might look at - The Mugen Short Shifter assembly is just yum. If I was not running my car in stock SCCA class I would be all over the thing.