Got Eibach lowering spring fitted to mine (56plate NC 2.0Sport) and it felt noticeably better cornering wise afterwards, without ruining the ride too much. Not sure that it improved the steering feel though, don’t really know how you would do that.
Definitely worthwhile getting the alignment checked, as this can make a big difference if it’s way out although the adjustment bolts may be seized ( as happened to mine).
Engine needs revving, you’ll get used to it, may be worth looking at BBR for increasing power, but unless you go for a supercharger I don’t know how much power is increased at lower revs.
Never was brave enough to change the exhaust as was too worried about it droning at constant motorway revs, but the feedback on here about the Cobalt one seems good!
I’ve always had Bridgestone Potenza Re050s on mine, never had any issues with them.