same with everything else, Intake Headers Exhaust, IHE. exhaust probably more rewarding, but more expensive. there's no real cheap thing thats going to give you more power.
Go on ebay get a venom high flow CAT ($200), go to an exhaust shop get the new CAT put on plus a new system from the headers back - 2.5inch max- ($350).
Should give you some kw's + sound good and you might even be able to feel the less restriction.
Then headers, or get a turbo kit ,Turbo would be better choice of the 2 but after a turbo if you want more power then you need to do a engine swap which means the turbo was just a waste of time and money.
So you should get a engine swap and then turbo that later.
either way if you get the High Flow CAT and the headers back exhaust made up, then those are mods which will give you power now, and wont have to be wasted if you upgrade in the future.