Glad to share. I'll list my upgrades and prices so you can make your decision based on budget, but for what it's worth, I'd say brakes and wheel/tire upgrade give the best bang per buck. Note that I did some of the work myself which saved a few hundred bucks. Best of luck with the TSX and have fun!
Wheels/Tires: Enkei Fujin (18x8, 50 mm offset) and Continental Extreme Contact DW tires (235/45R18). ~$1500 from TireRack. This combination gives good summer grip and a decent ride with about 8 lb weight savings per wheel which is noticeable.
Brakes: StopTech slotted rotors front and rear with Hawk HPS pads all around and braided stainless steel brake lines. Also DOT3/4 Valvoline brake fluid. ~$750. Improves brake feel and performance by a small but noticeable degree. I would avoid drilled through brake rotors since they decrease overall heat capacity and it's pretty low already with the TSX brake system.
Rear Sway Bar: 22mm UltraRacing rear sway bar (RSB). Progress also makes one that is adjustable. ~$260. I was surprised that just this noticeably improved turn-in response and kept things a little flatter in corners. Good bang for buck add-on.
Suspension: Tein H-Tech springs with Koni Sport yellow shocks (need to buy as a set since either one wihtout the other will not work very well). ~$1000. These I had professionally installed for ~$350. Definite improvement in handling with a modest 1" drop in ride height. However, comes with a somewhat harder ride. I can feel it but prefer it that way, but wouldn't be surprised if it's a bit much for some.
Engine: Dyno tuning with a licensed Hondata tuner. ~$600, but prices seem to vary greatly by location. The engine management software is conservative so I was able to free up about 5 - 8% extra torque and HP (at the wheels) through most of the rev range with just a tune, no other engine, intake or exhaust modifications. If you want more tuning capability, you'll need to buy a K-Pro and ECU through Hondata which will run >$700, but check on the Hondata website. I think things are different with 2011 and up TSXs.