Eh, I also looking to mod my car; JDM Civic bullet. It's in Australia lah, and the shit thing is my friends who're into car mods all are so freaking loaded they don't bother shopping around for cheap prices. Scary.
Anyway, I was recommended the following cheap bolt-ons:
~ open-element air filter
~ AFC + maybe chip up (not so cheap loh)
These are way cheaper than most exhaust related mods e.g. headers and piping like you've suggested.
I'm also looking for an exhaust for my car. Dunno lah. Super drager you think? Then I can stick beng HKS stickers.

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B16A-EG6