I could understand modding a cavalier if your doing a fully built engine heads/cam with a power adder so you could have fun beating stock mustangs and all... but if your talking about buying just exhaust, intake, and maybe throwing a shot of nitrous on it then I'd advise against modding it.. Car was not designed to handle any kind of power.. The intake and exhaust mods you probably won't even feel.

Pick a different platform to start modding. Cavalier has a weak non rigid chasis, weak engine, weak transmission, no suspension, average brakes, low build quality.
You'd be building an entire new car to make it better.