So much wrong in this thread...

First off, ask yourself, do you want a lot more horsepower? or just a little pep in the car?
How much money are you wanting to spend?

Next. Stay the hell away from upgrading the fuel rail, ground wires, spark plugs, pullies, cam gear. Do not remove your AC or your power steering. You do that and you'll not gain much power, and you'll hate life every day. You're not trying to make the car a pain to drive. You just want it faster.

Depending on what you want, all motor, or forced induction... genericly, I would do:
H22 Throttle body, Skunk2 intake manifold, NGK plugs (stock), NGK plug wires(slight upgrade from stock), Short Ram intake (a CAI will only cause problems, and net you 1hp over the short). A good header, and A good catback exhaust, and a test pipe. There are MANY other mods you can do to the car, most are inexpensive now due to the market being flooded. You can go turbo, or stay all motor. Personally I love boost, and a Turbo Z6 is a great motor for 250whp on stock internals. Most of the mods I listed can be ported over to turbo, things like the header and intake cannot.

From the mods above, you can expect to make about 110-130whp on a dyno. Over stock being around 100-110, depending on the shape of the motor.