Looking thru various sites for information on preparing an Evo X for track use (HPDE, open track events, etc), I've come across lots of information on the importance of straightening out the factory tune for the car. From the factory, the tune is less than optimum - more concerned with longevity, emissions, and mileage than ultimate power.
In terms of modifications, only a little can effectively be improved on this engine without re-mapping. Intake and exhaust mods are proving to be less than optimum without a proper remapping... and all the major Evo vendors have this or are working on it. Yes, even for the TC-SST equipped cars: http://www.drivingenthusiast.net/sec-blog/categories/evo/2008/03/30.html#a2348 which is already a cost-effective hot ticket for the track ( http://www.drivingenthusiast.net/sec-blog/2008/06/07.html#a2420 ). As more is learned about tuning the engine and tranny computers, the MR will be a giant killer.
One question that needs to be looked at when modifying a factory turbocharged car is the wastegate. Is it adjustable, can the diaphragm handle extra pressure? In the case of the Exo X, the answer is no straightforward. The following two images are from the Evo X shop manual - note the warning about damage. The following slides warns about adjusting the factory wastegate actuator.
Part of the answer may well be that the actuator assembly is locked to prevent over-boosting on the factory tune. But even then it's range of adjustability is narrow.
Two answers here:
1) Replace the factory wastegate. The following is a new wastegate offered by JUN in Japan. It's adjustable across a wider range. More details here: http://www.junauto.co.jp/products/exhaust-part/turbo-actuator/index.html?en (suggest <right click> and <open in new tab>).
2) Fool the factory wastegate into believing it hasn't yet reached maximum. This is an old trick, one that many of us did in the old days of turbo tuning (I can report I did this to two of my factory-turbocharged Mustangs). The following valve is offered by AMSPerformance, as installed on the Evo X of gates311.com (suggest <right click> and <open in new tab>).

So while the question of the wastegate actuator is one tiny part of the entire equation, a remapping is absolutely necessary to acheive any major results. And once the engine questions are out of the way, serious suspension tuning can take place.
The gates311.com site is the only one I'm aware of that is documenting the preparation of an Evo X for track use. It's not updated often enough for eager trackers like myself... but it is well worth following.