I'd suggest replacing the stock air box with a 7 or 9" K&N Cone. You can find instructions on how to do that either on this site or on ClubGP.com. You can do this for around $50.
The next thing to do is replace the stock exhaust from the cat back. You can either build a custom exhaust or buy one of the pre-built units. At this point, I don't know if you want to mess with anything between the engine and the cat. This will run you between $400 and $650 depending on the route you go.
Good luck,
Marc
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'00 Trans Am WS6 w/ 25K miles - Lovin' it!!
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RIP '99 GTP w/ 41K miles - Totaled in fire
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RIP '97 GTP w/ 192K miles - Totaled when broadsided