Depends on what you plan to use it for, i.e. range work, gaming, or every day carry for some ideas.
Night sights are a good start if you have a permit and plan to carry it.
As stated earlier, shoot it. Shoot it as is and determine what you want the gun to do. You sould be able to shoot it straight, right out of the box. Yea, hidden words of wisdom there.
Some of the shooting games have different rules and that can determine too, how much you'll be able to do in the name of modifications.
Look around here and get an idea of what others have experienced in performing modifications to their Glocks.