Start with the Cold Air Intake AKA HAI (Hot Air intake/Open Cone... that explanation is for another day) You can make one yourself for like 60$ bucks and build from there. Leave the new PCM/Tune for last and check out this thread

http://www.grandprixforums.net/safel...tml#post204598

it will tell you everything you need to know also get to know the search function on youtube basically anything you want to do to your car someone has made a video to help give ya an idea of where to start!