exhaust is the best. I have seen a dyno of the thermal exhaust pulling 129 hp. I do not know if this is true, and it was not a manufacturers dyno. I saw it on NC.org. Since I do not like my exhasut set up, I want to go with Thermal. My roommate has it on his eclipse and its great. Other eclipse owners love it as well. SO that what I want.
The Hotshot header will also be a great mod for you. But if you want to turbo your car in the near future do not get the header. If you want the turbo, an upgraded clutch is recommended, and with that I recommend a lighter Flywheel (Tom's). The flywheel will also help with low end torque if you just get the header, and so will the pulleys.
If you get coilovers, just get a well know company, Tein, TRD
, Skunk2. There are others as well.
What did you mean by filters? If you want noticable gains, go CAI
. I reccommend Injen
, never heard a complaint, I have it, and AEM
seems to have problems with the CEL.
Hope that helps, Good luck man.