[purpleRac3r]

From my research, you appear to get more power from headers. It seems the stock exhaust is very efficient, as no kit I've seen can claim more than a honest 5-7 hp gain (which is within the margin of error on most dynos!). However, long tube header generally give you the power at the top end, rarely to never seen except on a track. Shorty or mid headers will generally give you the power in the mid range, where you'll see it more often.

Smarter money appears to be spending on a cold air intake. From what I've seen, you can potentially see 15-20 hp, usually peaking in the mid range, for $400 - $500. More power, better throttle response, less money. Looks like a win to me.

Of course, if you want enough power to actually feel, as Zimm888 says, get a supercharger!