First, you will want to open up the intake with a K&N cone-style filter.
You can either;
a) Buy a Cold-Air Intake from
www.pfyc.com ($200)
or
b) make one yourself using one of these two guides (~$45-$55).
http://www.grandprix.net/upgrades/intake.html http://www.grandprix.net/upgrades/intake2.html Then you will probably want to move to your exhaust.
Performance wise, you will be looking at 2.5" downpipes with U-bend deletes and high flow catalytic converters from
www.zzperformance.com along with possibly a ported front and/or rear exhaust manifold. (~$150 - ~450 depending on how much you want).
Sound wise, I would suggest a pair of Flowmaster Super or Original 40 mufflers (~$70)and a set of either dual or big bore tips (~$25-$75).
If you do both the exhaust and intake, you are going to need a reprogrammed PCM to help the car use the new increased flow (~$100 with a $100 core charge). You can buy a DHP 1.0 PCM from
www.pfyc.com or a ZZP PCM from
www.zzperformance. I'd suggest the ZZP PCM as their service and quality are unsurpassed in my book.
After that, you get into things that are going to require more skill and $$$.