I'd definitely change the t-stat to a 180 first. Unless you did already, you have a 195. I changed to the 180 months ago and it runs much cooler. That'* a great first mod.
For starters, if you want power, definitely get an intake to replace the restricting airbox. If you have some extra dough go to http://angryducktofuracing.com
and order one from Hector. I'm gettin mine this week and a couple others got them. Definite increase in power/performance. There are other options for making your own intake with a pipe and a K&N cone.
You can also gut the airbox if $$ is tight, and that helps increase airflow, just not as much of course. Run some more tubes into it to help airflow. You'll probably gain 5hp if you get a K&N to replace the stock paper filter.
There'* a lot more, like porting exhast manifolds, headers, performance muffler, chips... I'll let others talk about those since they know more. Have fun and check my SSE out through the link in my sig. WELCOME TO THE FORUM!!!