Best cold air intake and exhaust setup?

What's the best cold air intake and exhaust set up that works together for a 2003 5speed protege and should I change anything else at the same like fuel injectors?
 
I have been running an Injen CAI for over 10 years, still feels great. I even bought it used in great condition. Save for cleaning the filter every year, it is fire and forget for me. For exhaust, instead of going for the ebay lone 4-1 header( did have it before), went for the 90's 626's 4-2-1 header. You need to invert the hangers and modify the connection for the egr bung on the header, but any muffler shop worth it's salt can do it, no problem. It worked so much better for me since the 4-2-1 design mates better with US spec's power delivery. I also run a 2.25 muffler shop made exhaust( should have gone 2.5 given the muffler), and a Racing Beat/Mazdaspeed axle back. Sounds beefy, yet fancy. You dont really need injectors, it comes pretty rich on its own given what little you can do to it
 
I ran the ebay box 4-1 header with racing beat cat back. Also had the injen cold air. Those mods among many many others. Sound wasn't too too loud especially with windows closed and minimal drone on highways. Everything bolted up no problem but I did have to use the drilled out double spark plug defouler trick to cheat the CEL.
 
+1 more for the Injen intake. I ran one on my P5 for years with no issues. They're California smog legal too. So is the Racing Beat exhaust, which is also high quality. If you want loud, though, RB might not be the choice.

No need for a tune or injectors as long as you're keeping the boost stock. (y)

If your car is a Mazdaspeed, then there is no header for it. Just a J pipe, which if I remember correctly Pope made back in the day.

EDIT: Yep, Pope.
 
I have been running an Injen CAI for over 10 years, still feels great. I even bought it used in great condition. Save for cleaning the filter every year, it is fire and forget for me. For exhaust, instead of going for the ebay lone 4-1 header( did have it before), went for the 90's 626's 4-2-1 header. You need to invert the hangers and modify the connection for the egr bung on the header, but any muffler shop worth it's salt can do it, no problem. It worked so much better for me since the 4-2-1 design mates better with US spec's power delivery. I also run a 2.25 muffler shop made exhaust( should have gone 2.5 given the muffler), and a Racing Beat/Mazdaspeed axle back. Sounds beefy, yet fancy. You dont really need injectors, it comes pretty rich on its own given what little you can do to it
Can you link me..?
 
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