The "typical" suggestions (catback exhaust, cold air intake, chip) really aren't good for much of a difference. When combined with a turbo setup, that's a different story - but those are quite expensive when done correctly. If you opt to cheap out and buy something off of e-bay, you'll end up melting your pistons or just generally wreaking havoc on your drivetrain. If you choose to go down the forced induction path, I recommend reading the book "Maximum Boost" by Corky Bell - it'll give you an in depth understanding of turbo systems, fuel and timing components, the difference between forged/cast parts, and general requirements related to turbos.
