In my experience, long tube headers and a X-over dual exhaust system provide the most gain. The X-over, as opposed to straight dual pipes, provides a scavenging effect that improves flow. However, improving the exhaust efficiency does nothing unless you improve intake effeciency. Short of getting into the valve train, you at least want to install a fender well air intake.
Tell me about the chip you are installing. If it one of those magic chips that advertise 50 HP and 10 MPG improvements, they are garbage and will provide no true gains.