Just got this 2000 Toyota Celica GTS (auto)..... What would be the first thing to do to increase HP and Speed?

Cold Air Intake (CAI), TRD or Invidia Cat Back are all a good start.

I have a TRD exhaust on my 2000 GTS (manual) and I love it! When I drive by people their heads turn because they can hear the engine not the obnoxious fart can. Not cheap but my car came with it, well worth it!