Horses for courses. If you're using it on the road then frankly nothing needs changing (do people really drive hard enough on the road to push the brakes?)
if its track thats a different matter
I changed brakes, suspension, wheels and added a half-cage and harnesses.
i did change the exhaust but that was because I didn't like the one my car came with and its condition was pretty ropey.
All done with the intention that it can all be put back to standard if need be.