I'd say a hahn turbocharger... but if you live in Cali with all the emmission laws n having to get it smogged afterwards...
http://www.hahnracecraft.com/
"*Some products listed are legal for sale or use in CA only for racing vehicles which may never be driven on a public highway."
I'm still PO'd that it may pass the smog check itself but isn't.
The best investment so far that I put in performance wise was my K&N FIPK Air Intake. Increased throttle response, beefier sound, more air flow (you can mod out the stock airbox to get this too), etc.
Theres alot of other brands out there equally as great such as Airforce One intake (get it with a heatshield or mod one for it). It sounds pretty good too (somewhat different sound) and as far as everything else, didn't notice any difference really from mine.
Wires and plugs don't really help out an extreme amount, but with the little things (idling stutter, a little quicker go... slightly noticed gain... slightly). Then again they aren't that pricey.
Do a quick "SEARCH" as was mentioned... you'd find alot of what you want to know already discussed in full.
BTW Check the classifieds here. There are many good deals to be had for performance when they are being sold.
G-luck!