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Might have missed it, but I didn't see anyone mention solid rear subframe bushings (PBM, SPL). Those make a big difference. Also of importance is the steering rack bushings.
I would also suggest a quality aftermarket steering wheel and hub. The stock steering wheel filters out a lot of road feel.
...and since you have coilovers on your car: if it is considerably lower than stock ride height, it means that your alignment settings are out of spec. In order to correct the alignment, you will need adjustable arms.
Alignment can drastically alter the way a vehicle behaves.
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