Sadly, boosting horsepower on a '02 Celica (or most modern normally aspirated four-cylinder performance cars) without resorting to forced induction is playing a game of diminishing returns. The 1ZZ-FE is above all an economy engine and is designed as such, so expecting to net heady gains from adding a few bolt-on parts is superfluous. With that said, I would recommend swapping out the stock flywheel with a lightweight one. This technically will not increase your overall horsepower but will make your drive train more efficient and thereby reducing the parasitic draw associated with the drive train. What this means in the real-world is improved throttle response and a more rev-happy engine.
Additionally, I'd focus on other NA mods that would increase the driving pleasure of your car rather than outright power. These may include an inexpensive but well-designed exhaust and a cold-air intake. The gains would be minimal, at perhaps 3-5fwhp, but the overall driving experience would be more visceral and involving and that alone could be worth the extra money spent on these mods.
Good luck on your modding!