Here are some favorites by the LS4 folks over on ls1tech.

CAI - K&N or from Cold Air Inductions (CAI)
Exhaust - Magnaflow seems to be the choice
Headers - Doug Thorley (currently on a group buy at ls1tech)
Shift Kit - transgo is the kit of choice. Intense has a shift kit that has adjustable settings
Tune - HP Tuners or you can purchase a Trinity Diablew tune.
Intake - you could do the LS1/LS6 intake swap.

You can get more info here or at ls1tech.
GMLS4.com - Index