Well, to actually answer the topic, my thoughts on the most economical ways to mod your new solstice for increased performance:
1.) Intake. A nice new K&N drop in air filter will help your motor breathe better. Consider a cold air intake system, if one becomes available, or contact me or other knowledgeable members on how to make your own. BTW don't EVER fall for the ebay "chip" that wires up to your intake sensor.
2.) Exhaust. A high flow catalytic convertor and muffler will increase the exhaust efficiency. Also, make sure the exhaust system itself does not have any stupid bends in it. My GTP is infamous for the "u-bend" in the exhaust pipe, solely for the purpose of protecting the exhaust sensor. By replacing the u-bend with a straight pipe and mounting the sensor sideways, immediate increases up to 10 free hp have been dyno documented. I don't think the solstice/sky will have a problem like this, but check to be sure.
3.) Chip. Always remember, the computer is programmed to be nice to the lowest common denominator of engine and consumer. Tolerances of engine manufacturing can result in a wide range of capabilities for different instances of the same motor. The OEM chip/pcm is for grandma nelly on a less than perfect motor. Significant increases in power can usually be unlocked with an aftermarket solution, but should always be accompanied by a "scan and tune" to make sure your engine can handle it.
4.) Weight reduction. Take out the spare. Oh wait, that's for other cars. In the kappa you could take out the convertable top if you're 100% top down and have a garage. Get racing seats, or look into carbon fiber aftermarket parts. Take off the silly wings (applies to other cars more than the kappa), gut your interior, remove the trunk carpet, etc. How much and what exactly you do is all up to your own needs and desires...
5.) TIRES. Better Rubber is the #1 way to make your car handle better, bar none. Don't skimp. Get the best ones you can afford for your driving habits.
6.) WHEELS. That 18 inch wheel might look good, but it's slowing you down. Get the smallest wheel that will fit over your brakes, but make sure to get a lightweight wheel too. Chrome weighs more than paint weighs more than polished... 16" centerlines or motegis...
7.) SUSPENSION. Stiffer shocks/struts/springs will increase performance at the cost of ride comfort. 'nuff said.
8.) Brake pads. Someday there may be a brake upgrade for the car, but until then a performance brake pad will be your best bet. Then again, I don't even know about the availablity of pads for the kappa right now. Semi-metallics will work, but you gotta get the good stuff. If you can get splinters from touching the pad surface, then it's no good. A good semi-metallic will feel nice and smooth to the touch. Stay far away from the splintery crap from the autozonedout store...
9.) Pulleys, flywheel... Even more important than general weight reduction or unsprung weight reduction (wheels/tires/brakes) is weight reduction on moving engine parts - but it can get expensive and technical. Lightweight flywheels and aftermarket pulley sets can make the engine run MUCH easier, and you can even size the pulleys to reduce drag at the alternator, water pump, etc., but don't do that until you know all the ramifications from that approach...
10.) Aerodynamics. Ok, we don't all have a wind tunnel to tune our cars, but there are a few things anybody can do to any car to increase aerodynamic performance. Hood vents. Functional rear facing hood vents reduce pressure buildup behind the radiator, letting out hot air (increasing cooling efficiency) and reducing front end lift at higher speeds (aamof, fieros/firebirds will have their headlights pop up at higher speeds because of the amount of pressure up there). The firewall seal at the back of the hood can be removed on some cars to enhance or duplicate this effect, but be aware that the seal is there to keep engine air, which may be very hot and/or dirty from hitting the windshield or going into the cabin air intake (or into the passenger compartment over the windshield as may be the case with a convertable). Use that info as you see fit. A front spoiler/valance can increase stability at speed by directing air around the car instead of under. Lightweight panels (cf?) under the car can increase a cars aerodynamics by covering all the rough surfaces and mechanical components...
Well, that's what I can think of off the top of my head. I didn't get into forced induction or "juice" because they are topics all their own with much greater costs and/or risks than the standard things I listed. Same reason I didn't go into cams/rockers/pistons/etc.