The upgrades/accessories are a personal thing.
I have the following stuff on my G21SF:
Predator Custom grip reduction, stainless steel guide rod, extended slide stop, Warren Tactical night sights, LWD drop in aftermarket barrel (for shooting lead), 3.5# connector, LWD ultimate trigger stop, Lightning strike titanium plunger, and a $0.25 polish job.
If your going to be shooting target matches with it, I would recomend looking into the Glockworx Fulcrum trigger kits and a fitted match barrel from Bar-sto, Jarvis, etc.. You can also get extended barrels from those makers.
A good 25 cent polish job on the stock connector can give good results. I have removed the 3.5# connectors from most of my Glocks and installed the factory connector with a polish job. The only reason that my G21SF still has the 3.5# connector is because I haven't gotten around to changing it out.
The titanium plunger was a waste of money IMO.
Check out the Decal grips. I recently got a sand texture and a rubber texture decal grip for my G17. The sand is great if the stock texture isn't enough.
I don't have much experience with aftermarket barrels. I got a Lone Wolf Distributors (LWD) drop in barrel for $100 so I can shoot my lead reloads.
It works fine for its purpose.
I would recomend the basic stuff: Night sights, grip plug, at least five spare magazines, and a good stock of ammo/components.
Good thing about most glock part is that they are cheap, so experimenting with them won't cost you too much.