For handling, start with bigger wheels and tires, but try not to go over 16"...the wheels get really heavy and hurt acceleration and unsprung weight.
Next, get bigger sway bars. Suspension Tecniques works fine, if you can locate an Nu-Tech adjustable rear bar, even better.
Third, get good struts. As Adam mentioned, the KYB AGX are good, though I thought them too stiff for stock SE-R springs. Avoid the Tokico Blues, they blow seals yearly...at least they used to. Supposedly, they were recently being redesigned with higher damping rates and presumably better seals.
Strut tower braces are good in theory but I couldn't detect any benefit from my $tillen front STB. They certainly can't hurt and are relatively inexpensive. I did notice an improvement with the N-Tech (not Nu-Tech) lower control arm brace. $tillen offers one for the B-14, it should work on a B13.
Avoid any spring with more than one inch drop with standard length struts. The Sentra just doesn't have the wheel travel to stay off the bump stops with shorter springs. You can get more drop by going with Motivational coil-overs and Ground Control camber/caster plates. This combo could be worth 2" on the street as long as you go with stiffer springs. Eibach makes a large of assortment of spring rates to fit coil-over apps. One nice thing about stiffer springs is that sway bars work better.
To echo Adam though, you must decide what you want to achieve and how much money you can afford to throw at it. Basically, speed costs money, how fast can you afford to go? If cost is a major issue, just put a stock SE-R suspension under your car. I was satisfied with it for five years.