I don't know how to advise you to such a question.... It depends on what you want to do in your ship I'll guess...
As for not getting killed well ofcouse you could upgrade the Powerplant, thrusters and power distribution modules these modules will help you to escape if interdicted, but only so much because you hull and shields also can make a difference when getting hunted even though they wont last forever if you don't manage to escape to either SC or a hyperspace jump...
So maybe if you would be more specific to what you want to use you ship for you could get some better and more specific advise...Those 3 modules I sugestest I think should upgrade is the ones i always upgrade to A-rated the Sensor and life support i always keep as D-rated due to the weight and the rest is depending on what I'll be doing with the ship, some ship like the 'conda I change a lot depending on whether I go hunting in it or use it for trading or the new planet exploration...
Remember only ship will cost you 10% to sell all modules and weapons(exept ammo) you'll get a 100% back of your money when selling them no matter if you purchased them at some system wher you've might have gotten a discount you also just get the discount price when selling them again in some other system. You can however Rebuy them in another ship if you want and DON'T leave the station area while you switch ships to rebuy your items in the new ship..
Btw. here is two sides that might be very helpfull in chosing different load outs for your ship...
http://www.edshipyard.com/
http://coriolis.io/