An AA Super Charger.
You get a free cat-back with every purchase
Seriously, do what you'll notice most, a short shifter and a clutch stop. Intakes are nice sounding, but they won't really make you faster. You could always just cheap out and just get a K&N/ITG filter and debaffle your airbox. For an exhaust try to find a used one. Get a spring and shock combo to make your car handle better.
There are many ways to mod on a budget. Personally I'm a huge fan of buying used parts, or new parts on group buys. I think the majority of everything I've bought up till now has either been used or group buy purchases.
"Driving is like a narcotic, an addiction that can take over lives. It ruins people, breaks families apart, and even kills. Itís habit that needs to be fueled. Time, money, rationality, sweat, knuckle skin, and anyone who disapproves are of little importance to a driver, and are often overlooked. Hi, Iím Nelson, and Iím a drivaholic."