From what I've read, the first mod to the intake or exhaust yields the biggest gain. So HFCs give you a boost, CBE gets a boost, and Headers do the same. But the gains don't add up in a linear way.
Don't neglect other mods that help with acceleration: A lightweight clutch, an LSD for your Base model, and unsprung weight reductions are other options to consider.
My personal plan consists of:
FI CBE
K&N Drop In filters
Lighter tires than stock
Once my warranty expires:
Tune
LSD (I might not wait on that :-)
Lightweight clutch (I like the
options at SZ)
Each mod is designed to improve the daily enjoyment of the car, and get the most of of the Z.
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Rain, snow, sleet, hail: 2009 Mazda 3 sGT HB
Everything else: 2009 370z, PW Touring 6MT