header = exhaust manifold.

i would stay away from cold air intakes because if you suck up water your fucked. unless you get one of those aem intake bypass things.

an aftermarket intake manifold is gonna be pricey so just get an intake and maybe have your throttle body ported. and you could have your head ported/shaved and port match the manifolds. pretty much anything to get air in and out faster/smoother.

exhaust: get a header, high-flow cat and a mandrel bent cat back.

upgrade the clutch. lightened flywheel. remove your a/c. get some underdrive pullys. i think you will be happy with that...until you drive a turbo car.