well, what's your budget? catback exhaust will change tone and make engine a bit more powerful, but not a whole lot.
cold air intake will also help power.
if possible go for a turbo with an intercooler.
i woulnd't really worry too much on keeping the engine cool because the engine's original cooling system should do the job fine. just check water level every now and then if you notice that its getting a bit warmer than usual
