There was something about cat back exhausts and exhausts in general on torquecars website with all the articles on modding. Go give that a look. IMHO go for a regular tune up that includes things like an fluid changes, spark plugs and wires, oil and air filter... but since you've already got a cold air im guessing it's new. Something a bit more difficult and more expensive, is a turbo, or supercharger <-- LOL! New headers, defiantly a new exhaust system though... don't go to big though, there is a sweet spot between high and low restriction. Heres a link to a website about exhaust theory if your intrested --> nsxprime.com/FAQ/Miscellaneous/exhausttheory and ohhh a nice looking pair of fuzzy dice hanging from your rear mirror and stickers gives you a hell of alot more pooowaa!
The best mods for a car engine are as follows.
Internal work yields the biggest gains, head work like porting polishing and 3 angle valve jobs will maximise the airflow and raise the power.
If you want to go to the max then cryo treat the block, get it rebored and look into blueprinting and balancing as well. You'll also need stronger internal parts if you are looking at a big power hike so forged rods etc.. are the order of the day.
Bigger valves are an obvious add on but not all engines are suitable as it depends how close together the OEM valves are.
A fast road cam will yield good power gains, especially in the top end of the rev range.
Don't go mad though a profile of up to 270 degrees will give the best gains without the engine becoming cammy (lumpy tickover at low RPM).
The most popular power mods are induction kits (which are questionable as power mods but they can sound nice if that is your sort of thing) and sports exhausts with sports catalysts or decats.
To keep the car legal I'd recommend a sports catalyst rather than a decat.
The last mod should always be a remap as this will allow you to fully realise the power gains on offer from your mods.
It's worth having a read of the articles on www.torquecars.com/tuning/ for more information on these mods and what the terms mean.