question says it all

tell me what l should do to trick it out.
Links would be nice too if possible...

l am not too familiar with the RS, but opening up the intake and exhaust is usually a good choice on any car. If you're looking for handling, spend money on good tires. That is always the best investment. Sway bars also make a huge difference.

Power: WRX or STi engine swap. Sure, it is a large initial cost, but it gives u a better starting platform for future mods, & it is better than throwing large amounts of money at a N/A engine to get nowhere.

Suspension: Coilovers or ur choice of struts/springs, beefier sway bars. This is enough for the casual user, especially when mounted to larger wheels (I'd recommend 17 & as light as u can get) & better tires.

Better brakes. Choose from whichever aftermarket company u like.

There is plenty of other options, but this will give u a really quick car (RS weighs less than WRX/Sti, so same power/less weight = faster), that handles well & stops on a dime.

lastnightinmyhead had some good advice, but sometimes an enitre engine swap is just out of the picture. The 25rs.com link that he gave u is a great site. l just traded my 2000 Subaru Impreza 2.5RS about 2 weeks ago for an 05 Accord EX coupe 6MT. l was very sad to see it go, & l already miss the great handling of the AWD. But if u look under ur hood, the stock air intake system for u car is rediculous. Just look at how many twists & turns, & how far the air has to travel just to get to the Intake Manifold. So l suggest u start of by getting a cold air intake, or if u live in an area with lots of rain or snow, the short ram intake. Performance headers & exhaust also help the engine breath better. A performance chip is another good way to get fast gains in power. A short shifter kit can also help out by decreasing time inbetween shifts. And there r more than a couple different turbochargers that can easily bolt right onto ur engine with a top mounted intercooler which will make ur hoodscoop functional. But dont forget with all these performance upgrades, u will need to address the issues of handling & braking. A sport suspension kit & a big brake kit would be a great start. Good luck! IMO the RS is not one of the fasest cars on the road, but sure is one of the funnest.