If you are looking for pure performance and not aesthetics I say start with some high flow cats or test pipes (more likely to get you in trouble). The cats are very restrictive, after that a quality catback, the forum has a database of exhaust notes that can give you a broad range of ideas. I know Motordyne has a great rep for exhaust with their ART pipes (fancy HFC) and new exhaust as does Fast Intentions. One thing I suggest you don't skip, if you drive in hot weather and like to drive "enthusiastically" get an oil cooler, it will help with longevity. You don't need a really big oil cooler if you aren't going to the track but the VQ runs HOT! No point throwing down for performance mods if you're oil constantly gets so hot that you are always in limp mode.
The lack of sports package won't kill you, you still have the same engine as everyone else. Take your time, pick good parts, keep an eye out on the forum's classifieds and if you don't do your own installs pick a reputable shop, I would have save $ and headaches if I didn't try to save on the installs. Good luck!
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2009 Carbon Fiber/Red 370z aka Trish: Sports Package, Meisterschaft full catback, Fast Intentions Longtube Headers, Injen Long Tube Intakes, UpRev Tune: Sold 
2008 Lotus Exige S Club Racer aka Bella, always leaves me smiling
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