I could write an essay on all the changes I've made and money that was spent... Can't say I regret anything, though. With that said, some advice for you:
- Don't be cheap: If you want something, have patience and save for the part. But also, understand the difference between cheap, and inexpensive. Look beyond the hype generated over a part.
- Do it right, do it once: If you're the one performing the upgrade, get the tools for the job and have patience while working. This car has some tight spaces that require patience to avoid breaking anything.
- If you don't know, ask someone or search: Pretty simple.
Obviously, I don't know your financial situation, or how much knowledge/experience you have, but there is no dearth of data/knowledge/discussion here on this forum. So, I'll just assume you know what's up.
As to my recommendations for tuning:
I suggest Adam (Tune+) if you plan on staying with the stock turbo. He has an awesome deal on his tunes that will allow you make changes whenever you want. If you want to go big turbo, look no farther than Dead Hook Motorsports [MENTION=1098]DHM[/MENTION]. I may be biased, but any other big turbo setup includes a huge sacrificial gap. Now, there is also the Cyborg hybrid turbo (built by [MENTION=688]Sourskittle[/MENTION]) that is nothing to scoff at either; this little guy sets you up with a huge, flat powerband that will make a Camaro SS sweat in a roll race. Although...the big turbo options do make the cry profusely. Even 5.0 owners get a little salty.
Intakes:
Don't need it... But if you want to spend the money, I suggest CP-e or a silicone pipe/panel filter.
Intercooler:
You want one of these. Any of them do better than stock. Print a picture out of each of them, put them on a board, throw a dart, and you'll be good. (If you're going big turbo or Cyborg Dead Hook is always the winner, though.) Also, pass on the hard-pipes, unless you want them for show.
Exhaust:
As mentioned, replacing the exhaust is a questionable move. Why are they made then? Well, people like to spend money. If you're going with a Cyborg or a big turbo, you WILL want to replace the downpipe as a minimum. But if you really must... Same thing as the intercooler; throw a dart at one. Caveat: be wary with MBRP exhausts, it seems that any material other than aluminized have drone issues.
Catch can:
The jury is still out deliberating on whether than can completely keep the valves clean, IMO. Regardless, Mishimoto seems to be the best out for fitment... I went that route. Why, did I get a catch can you ask? Well, I'm glad you fucking asked... Jk. But, honestly, oil vapors do have the possibility of inhibiting timing when they are mixed in to the combustion process.
So, that covers my thoughts on bolt-ons and tunes... Happy modding.