Here's my CAI (cold air intake):
ZZ Performance
Can you build one? Sure. It probably won't be as good at insulating the intake charge, and probably won't look as good if you're into showing your car. But, it'll function.
Plog:
ZZ Performance
DP (downpipe):
ZZ Performance
HVTB:
ZZ Performance
With all this you're going to want some tuning to not go lean when you floor it. Overkill Motorsports or Intense racing would be good places to get it.
Ditch the flowmasters. Get something by Magnaflow.
Air/fuel mixture is controlled by the PCM. Changing that requires tuning.
Catbacks don't really make HP until you're really modded. If you want to get one, you're only doing it for looks and sound.