You can do several basic bolt on's (e.g., intake, cat-back exhaust) and be fine without a tune.
That said, the Z already has decent power and torque, so I say work on tuning the suspension, braking, and handling-- all mechanical, and most of it (except maybe tire mounting and alignment) you can do yourself if you have the tools, the experience and the time.
Springs, shocks, chassis braces, SS brake lines, better pads, lighter wheels, stickier tires, etc. Lots of stuff to do.
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Enjoy it. Destroy it.
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