The bad attitude cdi is good from what I hear. I know a few people that have/had that. That actually comes from Dales shop about 15 miles from where I live. He knows his stuff.
I've never had one, just haven't heard great things about the West Coast exhaust. I know that the Coffmans exhaust is great on the sx. You can find them fairly cheap. Not sure though about the UK, like you said. You're definately going to want to find a ss impeller, intake grate, and ride plate. The stock sx porpoises badly and turns like crap so the grate, plate and impeller should be a few things you look into right away. The Shredmaster is a great combo grate/plate for the sx. Makes a world of difference in the handling. Their kinda spendy though.
Also to get you by until you get your mods, you can do a search on here about drying out your stock exhaust. It's a great, basically free mod that really does make a difference on a sx.