As Frank said, go meet the TO guys. Mike (mikes_matrix) on MO does some of the modding installs for a small fee (he's a Toyota technician and has an 05 XRS exactly like mine). He installed my Eibach Prokits lowering springs and block heater. For intake, you are pretty much resigned to the Cosmo for 05,06 XRS due to the air pump addition in these model years. They are also one of the cheaper intakes on the market and perform as well as the more expensive AEM, Injen, etc. They aren't very difficult to install either. Mike can help you out with some advice like what to do with the vacuum lines, etc.
http://www.cosmoracing.com . As for exhaust, most popular is the Magnaflow catback. You should be able to buy it in Toronto cheaper than anywhere else. Ask on MO, I forget the name of the place, that's where I bought mine. As for sway bars, you have several options. Again check out MO and do some searches, you'll be reading for hours! Good luck with the modding and hopefully I'll meet you in the spring or summer at one of the regular bi-monthly meets in TO.