Best thing would be to save cash and get a dohc head (dual overhead cam)..make sure u search about the dohc head swap.
But if you dont want to do that, start out with intake (injen or aem, or the cp intakes off ebay), header im not sure if this will fit your car since you are single overhead cam (either one off a 91-92 or obx), then lastly go for the cat back exhaust (thermal research and development or hks make one but those are around $500). The best thing to do for the exhaust would be to get a universal 2.25" or 2.5" magnaflow exhaust and get a custom 2.25" or 2.5" cat back exhaust done at you local exhaust shop. One free mod would be to bore out your throttle body and you will be able to find info or doing that by searching on this site. Some good stires to check out are
www.saturnmotorsports.com www.spswebpage.com www.nopionline.com
Best thing to do is search because there have been some many topics already covered on here it will save you the hassle of waiting for people to reply.
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Paul
97 SL2 (5spd, Street/Autocross)
94 Eclipse GSX (5spd, Street/Drag/Autocross)
SPOC-North Member.