INTAKE!!! I started with one as well. There are cheaper alternatives to the CP-E or Mazdaspeed units. BEGI's intake box is only 175. You will love the turbo sound and you also hear the bpv a bit as an added bonus. The catback alone is a sound improvement only. The stock 2.5" pipes flow alright for the near stock power levels.
I say screw it and buy it all and join my club...buahahahahahaha!!!!!
Dont drive through puddles and in most case CAI's are way better
I think autoexe (maybe) makes ram intake as well.
Wait for the Cobb intake, it'll be out soon, head over to www.cobbtuning.com and check out their forum. Its supposed to be released within the week.