Aftermarket pod filters help the engine breath better. You can actually get panel filters as well but DC2 Teg's have pod style filters. On a GSi you will definitely gain a few kw's but on a VTi-R for example people generally install pods for the induction sound.

Extractors help the engine breath better too. Aftermarket headers are generally bigger than the factory ones and flow better therefore giving you extra power.

With the exhaust system i'd recommend you go for a hi-flow cat as well as again if will help deliver that extra bit of power.

I wouldn't really waste too much money on a power chip though. They are fairly expensive and don't really deliver the large power gains they claim.