You are best to have the car sit stock in the garage while you pour over the countless threads on the fourm about upgrades so you can make an informed decision about the car. You're gonna be dieing to drive it so doing the research will help pass the time (well maybe it makes it worse....). There is a ton of information and a lot of personal opinion to sift through - its your car so you need to figure out what's best for you and your car.
Here are a few points though while we are on the topic....
If you want a quiet exhaust with a performance gain the NISMO is the quietest and is still going to give you better peformance over stock. Its a quality exhaust its just more expensive and not much louder than stock. Next would be the Stillen for volume although when you get your foot into it the exhaust is fairly agressive and it has better performance gains. The Fast Intentions (from what I hear) is the loudest of the three and likely the same performance gain as the Stillen. Both will be louder with a High Flow Cat. The HFC will also give you gains. Just a HFC or CBE is going to give you close to the same gains as the NISMO - both will likely give you more.
Another thing to note is the Cold Air Intake (CAI). If you opt for a short version such as the Stillen Gen 2, JWT, etc you will be drawing hot air from the engine bay which basically makes it a Hot Air Intake (the not so popular HAI).
Getting a performance tune at the Stealership isn't something I've heard of. As others have mentioned the ECU will "adapt" to the performance bolt ons just like it adapts to the changing atmospheric conditions from day to day, etc. I'd be very leary about claims of an ECU tune from a Stealership....
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'09 370Z - '93 300ZX Vert - '83 280ZX - '83 280ZXT -'81 280ZXT stroker - '72 240Z - Stillen CBE, HFC, G3, Grounding Kit, Sways // Swift Spring // H&R 15mm // 5% Tint // Clear Bra // 
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