For a '95, change the waterpump, take a CLOSE look at all the underhood wiring (and cross your fingers) to see if the insulation on the wires all looks intact and good, and then if that's all OK, I'd start out by getting new rims & tires (16" SVT takeoffs at a minimum), and then save up and/or spring for a BAT or Koni suspension. That will make the biggest single noticeable difference in your car's performance, bringing it more in line with the pre-98 SEs or 98+ SVTs. As far as motor mods are concerned, you're going to be kind of limited to simple intake stuff (optimized throttle body, cold air intake) and exhaust from the cat-back only, because apparently 1995 years have unique exhaust manifolds, so that aftermarket headers won't work. On the other hand, you've got the best differential, the best lower control arms, and the best transmission (rod shifter!), not to mention one of the best interiors. My '95LX interior was really nice.
So, focus on handling and keeping your existing engine healthy, and I think you'll be very happy overall.
