The ECU in the zed will cancel out minor gains in power so unless you are going to piggy back it and TT or supercharge the mods we mostly go for are cosmetic but pleasing.
For TT and supercharging be prepared to spend a hell of a lot of money to get it right and shed a lot of tears if it goes wrong. There are a couple of members on here with the TT conversion, Flirt has a TT roadster so PM him if you are interested.
Suggested mods to get you going which are worthwhile if only for grin factor.
Cold air induction. Lots of info on the forum, search Pop charger. You can indeed have the twin setup on your car. Cant remember the price for the twin but the single is aboot £100. Traders on here will sort you out.
Upgraded exhaust. Many choices on here depending on howm much noise you want and how much you want to spend. Havent heard one yet that doeasnt sound great, none are chavvy.
Change your aerial for the Honda stubby before someone mentions it.
Brake upgrades are pretty cheap, again contact the traders.
Suspension upgrades are reasonable cheap.
At this point one word of advice. DONT BUY ANYTHING FROM DEALERS. The prices are crazy. Also consider the impact on your warranty, many dealers turn a blind eye to mods but if there is a failure which could be associated with any mods I would be suprised if it didnt become an issue.
After this you are into body kits etc which you will see a few of at Bluewater. Lots of nice alloys about.
Hope this helps