Not that I would do any of these mods: but if I were you, I would definetly start with the lift. That alone gives you extra room to do other things: fog lights, grill guards, etc.
I'd do the lift or the exhaust. I did my exhaust first, and love it ... but if you're trying to get new tires/wheels, you pretty much need to get the lift first.
If you plan to do any offroading, I would suggest something better.
Replace stock skid plates and get some aftermarket one made. Also at the sametime make an extended skid for the rest of the belly so you are armored up.
One simple mistake and you can have some severe damages...
After you do the skids, do the lift and then tires.
If you don't intend to do any offroading.... well eat your heart out! get anything ya feel like gettin