There are many threads discussing this same topic but I'll answer your question anyways.
First off, welcome to the boards and grats on your Z.
For bolt ons, Stillen Gen3 Cold air intakes or Injen cold air intakes are usually most owner's first choice. For exhaust, check out the engine/drivetrain threads for stickies. Lots of good information.
Aside from that, you're probably going to run into CARB issues with other bolts ons if you're in LA.