...I plan to shoot it a bit in stock configuration and see how I like it first, but presuming I get along well with it I'm curious to hear what other user have found be money well(or not) spent on aftermarket parts for this gun....
Depending on what you want out of your Sub, there is a lot of good advice here already. But OP you have the best idea here in your first post: Shoot it and see if you like it. If you like it, THEN decide what you'd change about it. Everyone is different, and I'm sure you know this but some people's "must-haves" are useless to others. For example, lots of people say you must replace the charging handle, but I have no problem with the factory version at all. It's light weight and low profile.
I'm a big fan of the latest GEN2 Sub 2000 (I assume that's what you bought). Personally, I think that if you're going to use it for what it was designed for (lots of carry, and a little bit of shooting), there's a good chance that you'll be happy with it in factory configuration. It's perfect for what it is: The most compact, lightweight, and handy non-restricted semiauto centerfire rifle currently distributed in Canada. If you want it to be something else, then of course we're all happy to help you spend your money! Whatever else, I don't recommend the full MCARBO "performance" kit as it's only a few bucks cheaper than the individual items, and includes too many items of dubious value (particularly if you have the latest version of the Sub2000).
Personally, here are my top recommendations IF you want to spend on it:
1. Red dot on a riser. The stock iron sights are not very comfortable to use for most people (but this depends on your bone structure and technique). An RDS on the right riser makes the shooting position more comfortable, and of course there are all the usual benefits of an RDS over irons. If you go this route, think hard about whether you really need it to fold. Folding is a cool feature and a selling point for some people, but I have literally never folded mine since I first got it (I open it halfway for cleaning the barrel). If you don't need it to fold, a fixed optic mount is much stronger, lighter, smaller, and cheaper.
2. Low profile covers for the forend rails and MLOK slots. These will keep the rifle cleaner in woods carry conditions, and if you're carrying the rifle much more than you are shooting it, you'll probably appreciate the improved feel in hand.
3. Recoil buffer (MCARBO). It may be debatable whether this will improve the longevity of the rifle, but for straight blowback firearm designs I like the theory and I think it's cheap insurance. Subjectively, I think it also makes the recoil impulse less harsh for the shooter.
4. Stainless hammer bushing (MCARBO). The factory one has a plastic sleeve, and I have seen photos of damage to these - Probably not an issue unless you're putting a lot of ammo through it though.
5. Stainless feed ramp (MCARBO). IF your ammunition proves to be a problem for the stock plastic feed ramp. I'm not convinced that this problem happens anywhere other than on the internet.
6. Spare KelTec small parts (if you're the kind of person to keep spares). It would be pretty easy to lose a small spring or detent during full disassembly, rendering the firearm non functional. And, stuff can break if you use it long enough. The Canadian distributor (Vault) seems to have most, at pretty good prices last I checked.