I would go with Berk HFC (hi-flo cats) first (~$450), followed by exhaust...
Exhaust will really depend on your budget, but I got the Invidia Gemini for ~$850
I believe K&N only do a short ram intake, and the long tube intake will give you more gains. (~$500)
Although there are several brands, only the Injen Intake will fit the Nismo without modification.
(And from everyone I talk too, they say all Stillen parts suck donkey d1ck)