Those other mods will most definitely require you to retune. I am not sure about with a supercharger (Again as Matt) but I would skip the cam gears they are just not worth it.
I would get the exhaust before you tune for sure. Skip the cam gears and research if cams are even worthwhile with a JRSC.
Have you signed your car up in the registry? Where in East TN are you? I am in Chattanooga . . .