Updated: Nov 30, 2020
If you're gonna do it - do it right!
The correct torque is especially important where cast aluminium engine components are concerned - Most of these things aren't actually as tight as you'd think if you were tightening them by feel. It's incredibly easy to strip aluminium threads in the cylinder head for example as a result of overtightening the steel bolts - the exhaust manifold is a prime location for this.
If you can, wherever you have a steel bolt screwed into an aluminium casting - give the bolt a wee tap with a small hammer before loosening it (to shock the thread first).
Always clean bolt heads & exposed threads with a wire brush and a spray of WD40 before tackling them - and if it gets tight whilst you're undoing it, screw it back in a turn or so then back it out again slowly to avoid snapping the bolt. Plenty of WD40. Easy does it.
The following torque settings have been transcribed from a popular range of workshop manuals, it's by no means a comprehensive list but hopefully it'll keep you right for basic servicing tasks. Most bolts around the engine are 10, 12, 14 or 17mm.
Key Service Items:
Wheel Nuts - 100Nm (I'd recommend 115-ish for aftermarket wheels)
Sump Plug 14mm - 30Nm
Spark Plugs - 25Nm
Coolant Drain Plug - 20Nm
Ignition Coil 10mm Bolts - 10Nm
Lambda Sensors - 44Nm
Clutch Plate Bolts - 19Nm
Caliper Guide Pin 13mm Bolts - 30Nm
Carrier 17mm Bolts - 89Nm
Disc retaining T30 countersunk bolt - Pinch tight! Make sure its easy to undo this one again.
ARB Droplink Nuts - 18Nm
Driveshaft Hub Nut - 216Nm
Wishbone to Subframe Bolts - 100Nm
Ball Joint Nut - 98Nm
Suspension Damper Top Mount Nut - 55Nm
Suspension Strut Pinch Nut/Bolt (hub) - 48Nm
Track Rod Balljoint - 33Nm
Track Rod Adjusting Nut - 47Nm
Rear Beam Axle to Chassis - 123Nm
Rear Hub to Trailing Arm Nuts - 60Nm
Lower Damper Bolts - 48Nm
Top Damper Nut - 25Nm
Cam Bearing Small Caps - 13Nm
Cam Bearing Big Double Cap - 15Nm
Camshaft Sprockets - 47Nm
Inlet Manifold Nuts/Bolts - 30Nm
Exhaust Manifold Nuts/Bolts - 24Nm
Fuel Rail - 27Nm
Stage 1 - 32Nm
Stage 2 - Further 180 degrees
To Engine Block - 64Nm
To Lower Plate - 40Nm
Small Bolts - 10Nm
Big Bolts - 24Nm
If you're doing anything major I'd really recommend picking up a copy of a popular 'Owners Workshop Manual' - Just for the comprehensive torque and clearance specifications alone!
The specs here refer to the first-gen '05-14 cars.