Welcome aboard! A good bang for the buck mod would be a Magnaflow downpipe & hi-flow cat:
Magnaflow 23433 (aka a direct fit converter)
You can submit a "best offer" price, and get discounts of up to 35% on K&N intakes.
For cat back exhaust, a 3.8L one will work, but you'll need a hanger for the driver's side muffler. Palsut installed one on his SE:
my new dual exhaust *add video for sound* Here's a couple of places to check out:
http://milzymotorsports.com/ and
http://60degreev6.com/