In general NO.
Most of these filters, although advertising better flow and filtering, is not the case. Easy way to put it is, they do filter better and flow better than factory (usually), but will soon degrade afterwards which many people fail to realize. These aftermarket filters are usually the cotton type that is oiled. Well the oil soon dries from dust, and the openings between the cotton is quite large. It than gets clogged and your done.
On many performance cars, changing from aftermarket back to factory filtering has shown better overall performance.
I would go for a performance chip tune first, than perhaps an exhaust. Make sure your exhaust is all legal and this can be assured by only touching everything after the catalytic converter.