ok, lets put it this way, some companies rate their nitrous at the wheels, some at the crank. Right there, that can mean a different of up to 20hp or more. Also, once you start modding hondas, you soon realize that an intake and header aren't goona do squat for you but make noise. Unless you're going all out with an NA build, or going turbo, you're not gonna make any power that is worth jack.
I've done it. Been there, done that. Bolt ons definitely make some power. How much? Minimal. You have the right idea when you talk about nitrous. But honestly, why would you spend 500 on a nitrous setup, or more, when you can get almost everything for a junkyard turbo setup for the same price? Maybe slightly less power, but it's there all the time, and you don't have to spend 30-40 bucks everytime you want to refill it. My winter beater finally got an intake, header, and exhaust because I was smart enough to realize that if I wanted to have some real power, I'd build up a motor to take some serious abuse.
A stock z6 can take 8lbs of boost for quite a while with no real problems, assuming it's in good shape to start with. If you blow it, darn! get another block for 50 bucks, a head gasket for 25, and do it again! Once you get away from the bolt ons that eveyone else does, you'll start going fast.
You could spend 200 on a header, 100 for an intake, etc, and still amount to 10 extra hp. Or you could spend 200 more and get a good 35-60hp more with a real basic turbo setup. It's not for the faint of heart, but honestly, if you want to get into the game, you're gonna blow an engine or two doing it. You could always swap too. For the price of a good turbo setup with engine management, you could also just get a B series engine. But seriously, before you start thinking bolt ons for a D series, think boost, or think swap. Those are the two choices that will get you power.