DP18 wheelset from Velomine: $130
MKS Pedals + steel toe cages + generic leather straps: $50
Good tires: $60
Saddle: whatever fits your butt... Fizik, Selle Italia, Selle San Marco, etc
Brakes: Tektros are generally pretty good brakes. What's wrong with yours?
Cranks: SRAM S300 or Sugino Messenger/RD2 would be adequate crankset upgrades for you, I think.
Cog: Dura Ace for anything 13-16t, Soma/Origin8/EighthInch for anything 17t+