As fostersmonster said the 33bhp restrictor means you cant really add anything apart from cosmetics.
If you looking at doing off roading or something i would say get a set of hand guards like the ones below someone else posted a few weeks ago dirt cheap, and have the important alloy bar to stop your levers from getting bashed about if you ever do drop your pride and joy, also make winter riding better (bout half way down the linked page)
http://www.offroadbikestore.com/products.asp?cat=135
a bashplate would also be good, and a set of crash bars but these are quite expensive and theres so many they range in price/style etc.
Other thing would be if you using your XTR year round get a high screen (and maybe a set of heated grips, dont really add many style points but make riding the bike alot more enjoyable.
Most mods do cost quite alot and really just depends on how much your willing to spend/afford.