Making horsepower is about moving air and fuel. The more air and fuel (in the right ratio) that you can move, the more horsepower you get.

CAI, smaller pulley, etc gets more air into the engine.

Headers or ported manifolds and a DP will help get the exhaust out of the engine.

You need it all, but a downpipe is a good place to start if you can't afford headers and the rest.

If you spend all your time getting air into the engine, and no way to get the exhaust out, it leads to hot spots and KR which will damage your engine.