GM Tuners is the only option for a chip for you, and you have to really know what you want line by line. A firm understanding of your car and a scantool and Factory Service Manuals are bare minimums for knowing what to do.
On the flip side, there'* alot you can do before then. Opening up your airbox a bit (no need to gut yours) or better yet replacing it with an aftermarket intake with a cone filter, and doing the exhaust and a 180° thermostat are the precursor steps to getting a smaller SC pulley.
Again, a scantool is going to be very important at that point to make sure you don't get KR (knock retard). 94 and 95 SSEi'* typically run 2.5" performance pulleys in place of the 2.8" from the factory for an estimated increase of 20-25 horsepower and 35-40 ft/lbs of torque gained. You do need to know that your fuel pressure is in good shape before doing it, so have that checked with ignition on, idle, and idle with the vacuum line pulled (post your numbers here for us to see). With good fuel pressure and a scantool, that pulley change will give you a good shot in the seat, put a grin on your face, and may give you what you want without going with the chip.
will give you the exhaust components at great prices. Then you just need to find a shop to install them (weld, don't clamp). The rest of your exhuast is 2.5" mandrel bent stainless steel. Already great for performance.
Your catalytic converter should be a 2.5" inlet and outlet, keep the resonator, and get a crossflow F-body (Camaro/Firebird/Trans Am) muffler with an outlet on one end, and an inlet and outlet on the other. 2.5" inlet and 2.5 inch outlets. You'll need adapters to step down to your 2.25" factory exhaust outlet pipes, or replace them with 2.5".
Can you put "94 SSEi" in your signature? It'll help us to answer your posts later. Also consider putting your location in your profile. We very likely have local members in your area that can help.