Will is right about most people adding an intake first. It'* what I did. I bought one of those pro zen motorsport intakes on ebay. More like a ram air intake (take your headlight out when you professionally drag race for even MORE performance).
Strangly I went straight toward exhaust after that. But I had a guy at a mechanic shop I'm in good relations with cut me some deals and he did it for me (custom exhaust).
Something SUPER easy is to change your plug wires, I went the extra mile and put on some MSD Superconductors, but Bosch will do just fine. If you don't know much about cars and are willing to get cut and burned, change your sparkplugs as well. I've changed them multiple times because I just test different plugs:
1.) AC Delco - Good
2.) NGK V-Power - BAD
3.) Splitfire - Excellent
So go out and spend dinero and have fun making your current sleeper into a DEMON!