Chiming in here, avoid the locking tuners.
Good pickups will change your sound more than you think and would be the biggest bang for the buck I'd think.
One minor point with what Brutus said about the nut,
For the nut, it's an unnecessary change, unless you've done a lot of filing to the string slots and you're getting crazy fret buzz.
If it's a plastic nut they can wear fast and you might want to think about a sturdier material. I don't know what material the Mexican Tele's nut was made of.
So far real good advice from everyone, and I'll add one more obvious one, that you may or may not have already done.
Get a good professional setup! That can do more to adjust your action and playability of your Guitar. The MIM Tele's are very good axes and should do very well for you.