It is difficult to improve on the stock air intake. Aftermarket cold air intakes do little but add noise. A high flow, drop in air filter is about the best improvement in that area.
A high flow catalytic converter or a catless down pipe, in conjunction with an aftermarket or custom made exhaust system can make a difference. Other performance add-ons include an oversize intercooler, like the one Helix makes, and/or a water-meth injection system, the best water meth-injection is Howerton Engineering's system. After bolting on all your performance hardware, you should tweak the software with a good chassis dynamometer tune, to tie all the hardware together.
Everyone says that larger rear sway bar is the first and best suspension modification you can do.
All these thing have been discussed thoroughly on these forums and there is a lot more good information there than there is space in this thread.
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