kyb make better shocks for the s12 than std
avo/chassis dynamics do uprated and -40mm lowered springs
You could be more adventurous and buy a diy coilover conversion kit or fit s14 coilover fronts.
Quaiffe and nismo do a diff. Quaiffe r200 lsd diff comes in at £525.
You could also fit a s13 or s14 vlsd diff as fitted standard on those cars.not as good but the convesion shouldnt cost much more than £100
You can get a quickshift kit as you have a mk2 s12. It is the same as the s13 quickshift unit so search s13 quickshift on ebay. Or just cut the lever down and get a aftermarket gearknob with grubb screw clamps. This did the job for my car but my gearbox is still nice and tight.
As for the exhaust buy any universal free flowing rear silencer and fabricate it to fit as the standard unit is a disgrace.
Welcome to the club. Hope you enjoy your new car
ps
Have a look in how-to section at the brief first stages of tuneing for a bit of info on spark plugs etc as you may aswell do that when you replace them (bcpr7es)