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A good air intake can definitely help since the factory ones are fairly restrictive. Headers are a good idea too. Not sure about the injectors, but you usually only need to upgrade those if you're running nitrous/boost or something that would require the extra capacity. The exhaust will mostly be for sound, it doesn't affect the performance too much. Still very satisfying to hear a nice exhaust though, so that's a worthwhile mod in my opinion.
Skip the injectors. Also a lower thermostat. Then have it tuned. A good tuner will pull additional hp beyond the benefits the bolt-ons provide. He'll likely also adjust shift points in the trans, turn the fans on earlier, etc. There's likely 25-30 hp available with a CAI full exhaust and a tune. Post up the results when it's done.