Down here we do a lot of gravel rallies with the exceptional tarmac stage now and then. However, from what I see the guys do as compared to what our cars offer I'd say you'd need to do more work to the suspension than anything else.
To get the suspension to be more predictable in a rally car you'd need:
F & R swaybar swap
Coilovers (DMS, Bilstein are the usual entry stuff)
Rear strutbar
Upgraded brakes, new brake lines
Then the rest:
Full roll cage
Racing Seats with 5 point harness
Remove sunroof (if have one) and put on air duct (ventillation)
Electronics and safety eqpt.
As far as engine upgrades go, you will get lots of advice but I think that a simple turbo upgrade for more low/midband pull, like a GT2871R alongside standalone ems, good clutch, ATS axle cages, small fuelling upgrades, battery relocation, FMIC, antilag....can't think of much more right now, you'll be in order.