Like Russ said, it's probably a good idea to do all at once. You don't want to pay the killer labor costs associated with shop transmission work thrice anyway, and generally speaking, unless you really rag on your car, you'll only have to have transmission work done on your car once. If I may say so, I've never had to replace a clutch twice (first being the upgrade), on any car I've ever owned.
But for those who really want to see the most benefit off the transmission, stock or FI alike, I'd consider putting an LSD in - and THAT takes the most "work". This of course depends on the skill of your transmission guy. Why bother taking the transmission down 2 or 3 times when you can live off of the stock clutch for the meantime and save up for all 3 - LSD, clutch/pp, and flywheel - and install at once.
... That is, if you're really concerned about performance.