In your opinion what is the best suspension/handling upgrade to make first? Roll bars, control arms, shocks?
How about all of the above? The best route is to first tackle the suspension by rebuilding/replacing your worn parts with new. If still original, your bushings are rubber and deteriorated. Ball joints, drag link, idler arm, etc. probably need replacing if still original.
Assuming you are looking to modify using stock parts already on the car and not going with coil over suspension, tubular control arms (front/rear), and the like. If you are, this can be done as well, but deeper pockets are needed.
If you are looking for a tight road feel, I would replace all rubber bushings with polygraphite bushings. They don't have the give of rubber, but can increase road/vibration noise through the car. Because of this, some will keep the original rubber type bushings. Here is what I would suggest and they have different level kits based on what you may want: https://p-s-t.com/c-1145188-suspensi...uild-kits.html
The shocks should go with above when you do the suspension. No recommendations here as it boils down to preference and price. I'm cheap, but I do like the "old fashion" oil type shocks if you can find them. I don't like gas shocks per say, as they don't seem to give the same feel/rebound like oil shocks - unless you get into the higher end and even adjustable valving shocks which I don't see a need for.
Sway bars are next on the list. Do a search and many name brand companies sell them. The rear sway bar will require the lower control arms having the mounting holes in them for attachment of the factory style sway bar. So you will need to purchase a pair of these. The sway bars come in different diameters and you want to match front with rear so you do not get an evil handling car that may understeer or oversteer because one sway bar is too heavy (large diameter) while the other is too light (small diameter).
They also sell rear sway bar kits that do not use the factory rear lower control arms for mounting. They attach to the rear axle and then bolt to the frame rail - like Mopar cars. Here is just one example: https://www.opgi.com/gto/CH28420/
I had to fabricate something similar, but reversed it to connect at the rear frame due to using a Ford 9" rear end assembly. These are said to be better and let the rear suspension move more freely.
So that should give you a starting point and you can go from there.