If you're happy with the setup and it's working for you, then there's no reason you have to change it. But, if you want to, a VV eGo style is a great step up and allows you to use all your existing heads. Mods are great too, but I think they're a little overhyped here. What they do is allow you to get into things your eGo's won't...like RDA's/RBA's, which are a fair bit more advanced and you can run typical 510 tanks (e.g. Pro-Tank) more ergonomically. They also get better battery life.
I think a good next step has been mentioned. Rebuilding the Kanger style coils is a good introduction to the concept and primes you fairly well for RDA's and RBA's knowledge, tool and skill-wise. It's not that difficult and after a bit of practice, you can definitely do better than stock. Buy-in to do it isn't that expensive, depending on how "pro" you want to go. Your basics are 32 gauge Kanthal and silica wick in 1, 2 and 3mm to play around with. Upgrades from there are Ekowool, cotton wicks, maybe a dedicated Ohm meter and perhaps a chef torch to clean things up...the latter two making things faster, really. Plus, learning this allows you to get your ongoing expenses down pretty low...Kanthal and wick aren't expensive at all.
Good luck on your journey and welcome to ECF!