I'd recommend doing either exhaust or headers unless you plan to get one of those helicopter intercoms. If you have the budget for both, I'd also recommend a more high quality set of headers. The holy grail of headers on here seem to be the technik headers.
For intake get either a tube style or one with a heat shield. I wrapped my heat shield with some heat shielding tape and it pretty much locks out any engine heat. A true CAI may be better but I'd rather not worry about water getting in. Plus I have a carb sticker so I don't have to take it out for smog.