A cold air intake and exhaust are easy obvious bolt-ons that will offer a bit of help; however the inflection point is what you want to do with the cats
On one side is what is affectionately called the “demon bolt” that is difficult to reach and remove. On top of that, the cats are what will give the most trouble emissions wise
After headers or high flow cats or test pipes, you run into a wall. You can get cams, ported manifolds, upgrade the fuel system, and aggressively tune, but that phase is VERY expensive and still wont result in much gain. I think even the most extensive builds have struggled to approach 400 wheel HP.
If power is your goal, forced induction is probably the better choice
I personally go with upgrading the clutch and flywheel. This doubles as a maintenance move since our cars have a clutch slave cylinder notorious for failure. Swapping in an upgraded unit from Z1 or zspeed while also grading the clutch and adding lighter flywheel will make a big difference; our stock units are heavy Af. You will notice an immediate improvement in revability and not worry about the slave cyl failing
After that, turn your money and time toward the suspension and brakes, and appropriate cooling
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