I definitely understand! With pools there is always something newer, bigger, better, fancier that you see and want! Just prioritize what will make your life easier.
Definitely get the pump checked out if it's brand new and not acting right. I think a sand filter would make your life easier because you won't have to keep cleaning and changing filters... only the occasional backwash...
But plan your goodies and upgrades out. You don't have to get them all at once. Get whatever will be your biggest bang for the buck first and then get the other goodies and toys later on. In between then, enjoy your new pool!!!!