If your car wanders around under hard accelleration, like Stressdoc said......get an LSD first. It will get rid of most of the wandering and you get to retain your cars original ride quality. If you then want to further improve corner handling, look at a good coilover setup like the PSS10 Bilsteins and then if you want more again, a decent set of swaybars like the M3 setup.
That's the order I would go, as you may be more than happy with just an LSD. Going in stages is the best way to find your happy medium.