First of all, welcome to the forum! Second of all....you're gonna LOVE this place.
To answer your questions.....adding a supercharger to a Bonneville SE isn't an easy option. The SSEi comes stock with one, but don't sweat it, the SE with the 3800 Series II motor is a strong beast with tons of potential! You're right, though, there isn't alot out there, but you just landed right smack in the middle of EVERYTHING that exists.
As far as a CAI, none exist commercially. Most of us have created our own, but there are two different guys on our site that are working on them. You can link to their websites at
Exhaust is much the same. No bolt-ons exist that I know of, but there are tons of possibilities. Simply welding in a hi-flow catalytic converter and a better muffler will probably get you where you want to be. This is the place to ask all your questions.
You'll get more answers than you ever hoped for. Great bunch of guys (and a couple gals) here.
If you use the search function, you'll probably find answers to most of your questions, but don't hesitate to ask the group. We like re-hashing everything!
One thing you might want to consider doing very soon is going to your profile and adding what you have in your signature....that way we know what'* up when you post something. Look at my sig below to see what I'm talking about.
We've got drivetrain experts, a GM parts man (works for a dealership), body guys, tranny guys, auto wreckers.....all members. You name it, they're here!
Again, welcome to the forum Terran!