I'd be considering what your needs are first, then what your desires are (and these DO change!).
If your intention is to use the vehicle as a daily and to do shopping, then the first mod to spend some coin on will be a dual battery system in the rear with a fridge like an Engel/ARB/Waeco (in that order of preference).
You will soon get sick of the bounce and bump from the standard shocks and suspension and once you replace those, you will wonder why you waited so long to do it (that's how it was for us). The new suspension should give you around 50mm of lift so that you can start considering 4WD tracks.
The first free/cheap mod will be the EGR blank as already suggested.
If you're going to do 4WD tracks, you should think about underbody protection, all-terrain tyres, recovery points/winch/hitch receiver and stock up on bow shackles, get a winch extension, tree protector, equalisation strap - the mix depends on how you approach it (self-recovery or assisted recovery). Water crossings should ALWAYS be done with a wading bra to protect the radiator from debris and the fan itself, which will happily propel itself forward when immersed.
If you don't have a snorkel, put that high on your list - cooler, cleaner air will help the engine.
Better lighting, frontal protection (steel bar, not the cola-can aluminium stuff) and perhaps rear protection should also be considered for outback work, as well as a means of communication - UHF for close-in work (eg convoys, and hand-helds are okay for that) but for true away-from-it-all adventures you'll need a HF rig.
There's also long range fuel tanks, water storage, tyre carriers - oh there's heaps of stuff to spend money on. It's probably a good idea to go out with a few Navara guys on a day trip (happens now and again, look in your state section in this forum) and talk, look, see and touch what they've done.