Vader doesn't appear to have customised his TIE-Advanced X1 fighter personally. He seems to have left the heavy lifting to Sienar Systems, the company tasked with providing TIE-Fighters to the Empire.
What we do know is that he selected a top-of-the-line prototype model for himself. This prototype has a more robust chassis, improved targeting capabilities and an "augmented engine assembly" that makes it faster and more maneuverable than an ordinary TIE/Ln. Additionally he asked them to customise the seating to accomodate his life-support and larger frame.
There are also some other things (deflector shields, hyperdrive system) that you wouldn't normally find in a fighter craft due to the extra weight.
Images from Star Wars: Incredible Cross-Sections