Run a search for Kenne Bell equipment- great quality at a great price. He guarantees GT performance with very little work.
I'd say dual exhaust would be among your first modifications... or your last. If you plan to supercharge it, make it one of your last. I'd explain more, but I've had a few too many

and I'm having trouble seeing what I'm typing.
A cold air intake (true cold air, from the fender) would be a good start and would aid in fuel mileage, too.
Are you automatic or manual?