The firing pin would be the first mod I would consider, as it is an improvement for the lazy person that doesn't clean their gun as often as they should. It also helps avoid safety issues with dropping the weapon and not having optimal sear engagement...which with a proper trigger job will also help avoid that problem that might arise from some SKSs.
The neck and throat job would be a consideration if you do reloads or use US made ammo vs surplus, imported Berdan primed ammo.
If you are starting off, and depending on your needs....start with the pin, then consider a trigger job. If you are using detachable mags, then go for the drop free mod.
First check your sear engagement to determine whether you have an inherent issue with how your gun may or may not be safe...one way or another, the pin upgrade will help. Most any other mods are slightly destructive and/or may not be necessary depending on your situation.
If you plan on keeping your SKS as issued, and clean it regularly...it is a perfectly good gun on its own....each may have it's own issues, that may or may not require tweaking. It is best to take your time into anything you consider before jumping in on what MIGHT seem to be a good idea.
Personally I find it best to do a serious inspection before dumping money in what might be the wrong direction. Sear engagement is where most of your safety issues might be....everything else is catering towards what you ultimately plan on doing. Less oft is more.
It is really easy to get overly excited and do something you might end up regretting. Take your time and pick your battles if there even are any. The SKS is a fine weapon for the most part...and most require little if no modding unless someone already messed with it.