If you have any serious autocross intentions, the MINI is really only (nationally) competitive in stock classes, which really limits the mods (good for low budget, though not as fun on the track, no doubt). For SCCA auto-x, about all you can do is a little suspension work, the exhaust, and lighter weight (stock size) wheels... and some very sticky tires of course Other than that little bit of advice I completely agree with the advice that you feel your way through the mods. Work on driving it first, then upgrade the things you feel are lacking. Once you know exactly what you want to change about the car, there are plenty of people here that can tell you the best ways to go about doing it.
Doh! I always forget about auto-x -- great point. That's the beauty of a place like this though. Not just opinions but reasons as well!