Done a lot of stuff to mine, worth every penny:
Different battery as others have said, Varta silver 54ah, much cheaper than the cube battery and starts easier, you might need a new battery strap though (I just twisted mine to take up the slack). Also a 12v socket, as mine didn't come with one! Wiring is there but not connected, had to wire myself, there's a hole in the bulkhead near the brake booster you can use to run your wires.
Osram Nightbreaker bulbs, H4 in the Panda and make a world of difference, had em 2 years now, cheap and easy addition that gives you a lot of visibility at night.
Sound deadened all door panels, boot floor, rear arches and roof, used the butyl rubber stuff and it makes the motorway a bit more bearable! Also doesn't sound like you're sitting in a biscuit tin when it rains! A lot of work but worth it.
New head unit w/ handsfree mic, speakers, tweeters and a sub under the passenger seat. Also got a Sony RM-X4S control stalk as the default radio position is quite high up, if you can find one it will work with any Sony HU with a blue remote socket straight away.
Armster armrest, easy to fit and a must have on long drives.