Really depends on the car and what you're trying to do with it. Arbitrarily replacing parts because an aftermarket "upgrade" exists doesn't always result in improvement.
I've kind of worked out a "standard rebuild" I do for my nitros:
Aftermarket exhaust manifold & pipe
Wheel bushings replaced with bearings
Aluminum steering rack
Upgraded servos
Shimmed diffs & Aluminum diff cases
Upgraded fuel tank cap
Dogbones replaced with CVD's
Things I'd specifically avoid:
Aluminum suspension arms
Aluminum body posts
They have lower overall durability than their plastic counterparts, breaking or snapping in crashes instead of flexing, and potentially causing more damage further along the chassis because they transfer the force of a collision instead of absorbing it.