I have one Glock, a generation 4 Glock 19. The modifications I have made to it include the following:
Frame:
1. Grind, smooth off finger bumps.
2. Stipple front strap after above with wood burning kit.
3. Undercut trigger guard with Dremel and fine sandpaper.
Slide:
1. Replace stock sights with Ameriglo Spaulding set.
2. Replace slide end plate with Glock "striker control device" (AKA "Glock gadget").
Internals and action parts:
1. Replace trigger/trigger bar with OEM Gen 3 smooth face trigger/trigger bar.
2. Replace trigger spring with NY-1 spring.
3. Replace stock connector with OEM factory "-" (minus) connector.
4. Replace stock slide lock with extended version.
5. Replace stock slide catch/release lever with extended version.
I have also done some polishing of the internals including the trigger bar, striker safety plunger, sear surface of the striker, and the connector.
Of the above, I regard the frame modifications and sights change as essential. The finger grooves/bumps on the G 19 do not fit my fingers, and my middle finger gets pressed uncomfortably against the trigger guard making the pistol unpleasant to shoot for any length of time. Life is too short to shoot a pistol that hurts your hand when it doesn't have to. The stock Glock sights, apart from being cheap, do not work well for me. The three-sided white outline on the rear sight tends to "white out" the front sight dot, making it hard for me to acquire a decent sight picture quickly and focus on the front sight.
The striker control device is a safety feature that reduces the risk of an accidental discharge when holstering.
The other modifications make the stock Glock trigger less mediocre IMO, and just make the pistol a bit easier to operate.