I'll add to stay away from changing the stock headers with short-tube headers, from personal experience. They are a b*tch to install and they don't give you much in terms of power.
However, F.I. got some nice gains from long-tube headers and I believe they don't throw a CEL.
As far as suspension (don't know if you are looking at it), I would stiffen the chassis a bit. GT-Spec makes a pretty good 4-point brace and rear lower brace.
Maybe add front and rear sways (Stillen for DD or Hotchkis if you track).
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