Welcome, and congrats on an excellent car!! I have to agree with you, the back roads in the hill country between Austin and San Antonio are some of the best drives in the south! Best of luch with your new baby, and remember to keep the top down and the bugs outta your teeth
My list of mods, re-arranged now that they are all done :
1] Clear Side Markers (Easy, best visual change you can make to the car..)
2] Green Filters (super easy 15 minute job)
3] SmartTop (should be #1, but you '09 "early adopters" don't get everything you should yet

)
4] Float Charger (mine's unfortunately not a daily driver)
5] R170 Euro antenna mod (didn't have time to finish this one this trip)
Here's a couple of quick snaps before my bother and I went out and burned gas, after putting on the clear side markers. And yes, we did swap cars a couple of times, and yes, the MX-5 rocks, but the SLK rocks better! :P
And here's one before the side marker change.