Buy good quality tyres. That’s the easiest way without messing with any mechanical components.

If you intend to spend some $$$ & want a serious corner carving machine, @mod_man will point you in the right direction.

I would stick to tires and shocks/springs. Anything behind that and you'll start spending some good money.

Various components.  Tires, swaybars, and upgraded springs and struts just to name a few 

Improve your handling ? For what purpose? Street driving, AutoX, road racing? Depending on what you need out of "improved handling"; there will be different options to get you there. Browse the forums for your car to get an idea of what products are out there.