Unlike what the others said, you can't put headers on. It's cast as part of the head, unless you swap in an 2003 engine. Heads aren't interchangeable.Cold air intake, J-pipe, (the y pipe that connects the manifold to the cat). High flow cat, cat-back. They'll all give you more HP but it'll be louder.Light weight crank pulley, and thermo spacers will free up some HP.If you need more, supercharge it.
http://www.autocarparts.com/part/1649/0/ or nitrous.There isn't much you can do. The J series doesn't have a lot of aftermarket support. Anything else, as far as the engine, has to be custom made (cams, pistons, etc) or the stock parts modified (ported manifold and head, bigger throttle body etc.) If you need custom stuff check P2R.
http://www.powerrevracing.com/engine.html