Raygun is the expert. I just repeat what he's said in earlier threads on the same subjects.

Making semi-automatic weapons capable of fully automatic fire can be very simple, or it can be very difficult. Sometimes it can happen almost accidentally -- stories abound of old M1911s that have turned FA because of worn parts. With some weapons, you need to do quite a bit of welding, milling and other assorted metalworks, often including creating new parts from scratch.
This article describes how a semi-automatic UZI can be select-fire; although some of those steps are not strictly necessary for making it SA/FA, note that at the receiver, bolt, extractor and trigger group would have to be modified. In general, a GM would be justified to require a Firearms B/R Shop, a few days' work and a pretty good Firearms B/R skill to make a SA weapon SA/FA. Making a SA (or even SA/FA) weapon SA/BF or SA/BF/FA could be even more difficult. Once modified, however, the only change should be the firing mode -- added parts might increase weight, but that change is generally insignificant.
Higher capacity: As TheOneRonin said, that's a factor of magazine size (for weapons fed from removable magazines, obviously), and requires no modification of the firearm itself. High capacity magazines are often more expensive per round capacity, and are obviously heavier and bigger (reduced concealability). As long as the layout of the weapon allows for using a larger magazine, it would make sense to allow at least +100% higher capacity. The most extreme example I can think of is using a Beta C-Mag on an M14, 100 rounds instead of the 20-round magazines they normally use. That about doubles the weight of the weapon, however. Magazines for small arms with a capacity greater than 100 are a rarity -- weight and reliability become greater issues than the benefits of a slightly higher effective RoF.
If the weapon has an internal magazine, revolver or break feed, etc., then increasing ammo capacity would generally be too difficult to bother with.
Customizing grips: A bit of work and a gun feels better in your hands. That's it. It's nice, but it has little effect on your accuracy or ability to manage recoil, unless the original grips are really shitty.
Foregrips: Assuming these are for a weapon that doesn't readily allow such modification (like rail systems on most modern military assault rifles), there's no real point. You'd have to create a plastic foregrip out of scrap and somehow make that stick, or else replace the whole or the lower half of the weapon's fore-end. Assuming there is a rail system and you can just buy one from a store and stick it on, that doesn't really require anything.
Depending on the weapon you're attaching one to, the effect it has on concealability might be significant. The added weight is something like 4-8 ounces/100-200 grams. It can help you control recoil better. The only real downside I can think of is that it can snag on things or get in the way -- I kind of like the idea that it would reduce the amount of Take Aim actions you can pull off, because it makes it harder to rest the weapon.
Barrel length: In case the weapon has a barrel that sticks out of the fore-end and does not have any attachments (Gas Vents, integral Sound Suppressors, etc.), shortening a barrel is easy within certain limits. Extending a barrel means probably means buying a new gun -- you can make a barrel yourself, with the aforementioned Firearms B/R Shop, quality steel, and good skills, but, as TheOneRonin said, it doesn't seem like a worthwhile endeavor for a criminal, considering the limited benefits and the loss of concealability. Instead go from a pistol to a SMG, from SMG to AR, sporting rifle to sniper rifle, or vice versa.
A longer barrel does give more time for the propellant gases to expand and accelerate the projectile, but the effect this has depends on the cartridge (propellant type and amount, mostly) and how long the barrel is to begin with. With rifles, there is a general rule that 1" of barrel equals 20fps of muzzle velocity. In other words, if you change the ~20" barrel of an M16A2 to a 26" one, you gain about 120fps -- from about 3000fps to 3120fps with 62gr standard military FMJ loads.
In most cases, that would not make much of a difference in terminal effect (penetration or damage againts humans). With a more extreme example, though, like going from a 16" AK-47 barrel to 26", it might make a real difference for effective range at least. And going from an 8" SMG barrel to a 16" one could easily be considered a significant enough change to increase both damage and range. In any case, increased effective range would probably be felt well before increased terminal effect.
Shortening a barrel can cause drastic changes in velocity. A 11.5" barreled Colt Commando has a muzzle velocity 400+fps lower than a 20", which translates to as much as 25% less kinetic energy at the muzzle. That means a much shorter effective range and significantly worsened terminal effect. On the other hand, 8.5" shorter overall length means better maneuverability in confined spaces, easier concealability, and lower weight. That's a pretty extreme example, though, shortening a barrel by over 40%. Going instead to a 14.5" M4 barrel still lowers effective range quite a bit and cause a hit in terminal effect (depending heavily on ammunition used), while still allowing better maneuverability and concealability.