turbo manifold, turbo and piggyback / ecu or 3sgte cylinder head with turbo+manifold etc
Will be your biggest bang for buck - but it's not NA.
Having been through this issue myself, after many painful years of driving a 'slower' car I bit the bullet and swapped in a 3.0l V6 and 5spd.
Maybe a 2.0l 3sge head swap might be a good move for a budget upgrade? I wish I could help more - hopefully someone here will chime in with some more info. I am more familiar with the turbo bolt on and the V6 swap both of which will give you some really good power upgrades.
But as far as exhaust / pod filter / CAI, extractors etc you sadly just aren't going to see a big jump in power.
Good luck