G'day UV,
Pretty much with the VG30, mods are costly... I have just put extractors plus a 2.5" system, cam, diff ratios have changed, snorkel and 80 series air box. Throw in some front lockers and you will pretty much go away where with some decent 32" tyres and lift kit. ATM I am averaging 450-500km on 75L of petrol and only use 98 octane. You will need to get your computer retuned of course once you have your new exhaust system. You can get those motors with a single turbo (T04) set up however you will be looking at around 9k (plus exhaust system running at 11psi (This will get an estimate 240kw and 450 N.m of torque at the treads)) as everything will need to be custom built (this will give an estimate 230kw and around 380 N.m of torque at the treads), or 11k for an Eaton's 91 supercharge set up, this would be running on 9psi) with this you will need to do the normal pistons etc... so it depends on your budget. You could swap the motor to the VG30DET however from what I have read up on and having people I know with that motor in the 300zx I would not do the swap as it does lack some torque. The VG30dett will not fit due the twin turbos unless you want to so some custom work to the piping...
It also depends what your towing, or where you like to go off road, before most of my mods I had no issues on the beach (myself + girlfriend.. and normal beach load weight), and the owner prior to me used it for the bush and towing a caravan, so there should be no issues there. However I have no issues on track (Only restriction is myself going I am not going to damage my truck so I will give it a miss)
Other quick cheap mods, replace your spark plugs with some NKG iridium's, your ignition leads aftermarket are still the same so unless they are shot I would not bother, with those mods I have mention above, other then that install a catch can (on my xmas to do list), and it your worried about excessive load and over heating I would change my thermostat to a cooler on (74 degree). The only other mod I can think of is change your coil pack as it could be worn. If you have any questions please fire away I will be happy to help.