Ammo. Like the others have said, it's just a bad idea to modify a perfectly good gun before ever firing it. A few mods that I would say are absolute wastes of money for a 9mm Glock: aftermarket guide rods/springs, anything made with exotic metals. The only true modification that I would ACTUALLY recommend would be sights. Everything else is just bling that may negatively affect reliability. Just shoot it. If you NEED a modification, then get it later. If you don't NEED it, save your money for ammo. Shooting your gun often will increase your accuracy and proficiency MUCH more than will modifications.
No offense, but if you buy a bunch of modifications, and install them before shooting it, I can almost guarantee your next thread will have a title like this: "I just shot my G34 for the first time, and it kept jamming". It WILL NOT jam stock. Think about that.