I'd go front first, as the UMI upper arms change the geometry. From Their site: Improve the street and track performance of your G-body and achieve that precise Pro-Touring feel by combining our popular P/N 3033 upper a-arms with ½” taller premium ball joints. P/N 3033-2 a-arms combine the benefit of additional caster with increased negative camber potential throughout the suspension travel. The relocated ball joint plate offers up to six degrees caster without excessive shimming while the ½” taller ball joint creates up to one additional degree negative camber at full bump travel. Expect improved steering feel courtesy of increased caster and an overall increase in lateral grip due to the camber improvement.
Now, rebuilding your suspension will cost you a lot more in the front of the car compared to the rear of the car. Also, switching to coilovers will add a lot of cost to your build.
Not that I'm any good example, and there are far better car nuts here, but if you are looking to get started with autocross, and are just a beginner to autocross, I wouldn't go all out and convert to the expensive coilover setup and adjustable arms. It will cost you thousands and you may not feel a difference due to your driving experience (no disrespect, I'm in the same place!)
For a beginner build, I'd recommend the non adjustable arms both front and rear. Purchase some good Bilstein shocks, and either some springs like UMI sells, or ask around on here for some Moog suggestions. Even with a beginner setup, it'll be immensely better than what you are experiencing now. Personally, I have only updated the rear suspension, but can already feel a difference.
