Hello there good to have new members.
I am currently running a 02 SE, I have added an intense PCM, a ricer style cold air intake, 180* T-stat, and a flowmaster muffler with a ractive tip. I have had very good luck with my mods so far. If it were me I would get my car breathing better first, exhaust and intake and while you are under the hood go ahead and throw in a 180* T-stat. The 180* T-stat won't add power but It will keep the engine much closer to peak temps. Then once you get those done go ahead and get you a new PCM from Intense.
They are by far and away the best people to work with.
After that it is pretty much how wild you want to go and how deep your pockets are.
There are 1.9 ratio rockers, oil restricted pushrods, heavier duty valvesprings, ported exhaust manifolds, headers... the list goes on and on.
Start slow and build on what you got.
once again Welcome to the club