I doubt switching final drives is worth it, if it is possible. Nitrous won't hurt anything in moderation, used properly and with the right knowledge. If you research and gain a basic background on the subject, you shouldn't have any problems. The proper place for that research is a national forum specific to your 3rd generation car, like http://www.club3g.com/forum/index.php and http://www.eclipseforums.org/forums.html . Intake and exhaust are good basic first mods. I don't know enough about those cars to recommend a piping size for your exhaust. I'd suggest reading through the forums I linked to find information from people who have experience with your car.