Custom made Turbo would prrolly be your best bet, but it is not really cheap, unless you know someone.
Intake is pretty much worthless. The ECU will calibrate for it, and render it to be the same air flow as stock for the most part. But it is good with a Forced Injection.
Headers and exhaust will also do good, but don't go overboard, as too large of an exhaust can actually make it worse.
Most important, depending when your car had a major tuneup last, do that. Plugs, wires, distributor cap, rotor, and PCV valve.