you wont get a significant amount, but here's a list of stuff you can do: the ones with * by them will get you the most IMO...

-intake
-header
-exhaust
-*advance timing to ~22* BTDC (run 93 octane though)
-*underdrive pulley
-*light flywheel
-*light driveshaft
-lose clutch fan, get dual electric fans
-*ROM tuned ECU

reason being is ive seen some guys with intake and exhaust and ROM tune put out great numbers (i.e. funk-evan) and some guys with stock ECU with the pulley, flywheel, driveshaft run good times, i guess from cutting back on the drag of the pulleys and fan and lightening the rotating assembly.

its preference really. for starters, do intake header exhaust and since you have an s14, get s13 camshafts, and bump the timing. you'll feel that the most.