Hey Acoustiman! Welcome to FEOA.
That´s a really good question, and the answer depends on what matters most to you. Is you priority to make your scort faster, to make it look better, to make it more unique? Some mods have aesthetic (looks) as well as functional (performance) value, but there are many that will cost you HP even though they are marketed as performance parts. For instance, an exhaust header with the tubes bent wrong will actually rob power compared to your stock manifold. As a fellow LX owner, I bet the last thing you want to do is make your car slower. Also remember that anything you add to your car weighs something, and a heavier car will be slower and not handle as well.
Don´t get the idea I´m telling you to keep your scort stock. I just want to let you know of some potential pitfalls so you can steer clear of them. Bear in mind also that I myself am kinda new to this, so I´ll be learning along with you. I´m choosing my mods carefully cause they all cost money, and I want to make wise choices.
If you´re seeking more power, then I think most people agree that intake and exhaust changes are the easiest ways to get started adding power. Upgraded struts, coli springs, and sway bars will improve handling. Larger wheels and tires will improve roadholding as well as your scort´s looks. Adding parts from a GT, such as bumpers, driving lights, skirts, spoiler, etc. is another way to improve looks. If your paint is faded or scratched and body panels dented, then some bodywork and a new paintjob will go a long way too. Then there a lot of things you can do to dress up your interior.
Keep asking questions and reading the articles and posts on this site. Check out the cars in the Car Showcase, CarDomain sites, check the mods we´ve done in the Car Mod Journal, check out cars on EscortPower.com too. Decide what you like and don´t like, and then you´ll have some idea on where to start.
Hope this helps!