This can be a very deep and enjoyable rabbit hole. Look at some of @
biohazardman posts as he has a nice set of links to different manufacturers posts with accessories.
@nervoustrig also has an active history of being helpful on the 2240 platform.
Look at this post and see what you like. My guns, as they looked a year ago are
here.
If I had one word of advice, I would say that you would want to replace the valve as you are upgrading, so I wouldn't mess with the adapters that thread into the stock valve and require that you screw it down to the frame. When you do this, you are limited by the volume and pressure that the stock valve can handle, and you will soon find that is insufficient. My 2240 in 22cal is running at 2900PSI, and I am getting a max of 31FPE, and I promise that is all I can get from that gun with the hardware I have. If you want a slug gun, you may want to look at a different platform or get a really aggressive valve/plenum/etc. that I don't know about.