It's a good performance car but I would also look at the Mazdaspeed 3, Cobalt SS (turbocharged) and some other competitiors.
For normally aspirated cars with small engines, intake, exhaust and a tune (chip) will give some modest performance gains. Headers will cause complications with the catalytic converter and won't give a huge gain.
If you look at turbocharged cars, upping the boost on the stock turbo will give a much larger performance benefit.
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