Wow, so that's what happens when you ask a question towards the end of the day...you don't get an answer.
First, given your professed ignorance on what equipment to run, I'm going to ask for a clarification first. When you say "autocross" you should be talking about running a short closed circuit loop (typically coned off in a large parking lot or something) for timed competition. That's why folks mention the whole 40 seconds of fun. That is completely different from open tracking at a road course, where you'll be out for 15-30 minutes at a time on a dedicated track for road racing. The demands on the car for each are quite different. For example, since you really don't heat up the brakes in autocross, you run very different brake pad compounds than you would in open track events (and brake ducts, while nearly mandatory in the later are kind of superfluous in the former). So which are you looking to do or wondering about equipment wise?
Now my actual answer as best I can w/what I know of your question. Brakes, seat time, and tires: in that order. See, to my mind this is a classic "drag racer" approach to cars. First question: what equipment should I get? The first question to a "driver" is "How can I drive better?" Damn, that whole stopping thing is nice, so I suppose we
have to get that sorted out as a necessary precursor to driving, but that's it. If you want to go either autocross or open track, get your brakes sorted out reasonably well (it doesn't take much, but is different for each sport), then get your derriere out on track. Drive. You'll be
much faster for it (unlike drag racing, where to go
significantly faster you pretty much are stuck looking for the equipment to do it for you).
In a short while, you'll probably be asking more of your tires. So that's a quick second (ok, technically third...). I would recommend against jumping into the R-comps, because a street tire is going to demand more skill from you, thus improving your actual driving skills (instead of artificially making you faster, only to wonder why you plateau shortly after). There are a host of good street tires. Sam's list from a year or so ago: Toyo R1R, Bridgestone RE-01R (now the RE-11), Falken RT-615, Yokohama Neova, Dunlop Direzza Sport Z1 Star Spec. These all rock.
Since I mentioned Sam, call him, tell him your interest, then listen. He's going to first want to know what you really want to do, so get that squared away in your head before you call. Then he's probably going to mentioned dampers (see the recent thread). Of course, he's right. I didn't put it in my top three, because I was answering in a "bare minimum" way, and also trying to make a point about the different mentalities behind the drag racer and the driver (you know him...the guy who actually turns the steering wheel...uses the brakes for more than slowing down...). Anyway, shocks/springs are probably a very close tie for tires, and easily trump tires if you're already on some nice street rubber.
This sub-forum is filled with drivers. So we're biased. But cut us some slack for our bias, it's only because we're better.

But don't take my word for it...get your brakes on and come on out and play! You'll be a believer soon enough brother. Amen!
-j