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The guys are right on voiding that warranty thing. That makes a good case to KEEP all your original factory parts so you can regress before taking it into the shop if you're worried they're gonna void it.
Biggest bang for the buck initially would be to increase the car's air intake. She's gotta breathe. Vortex or Blackwing, either one will give you a difference you can feel... and measure on a dyno if you live near one. Some guys like the Z06 air filter, others just insert the K&N into the stock breather (which is what I had prior to getting the Blackwing).
Keep your factory breather... and if you get a Vortex, buy an extra factory shroud (under $50). The Vortex requires you cut the shroud to install it.