You could save a little money if you don't buy the big brands (such as AEM intake and DC header) Injen makes pretty good intakes. I usually get my parts from andysautosport.com -- wide selection and it's pretty cheap compared to some places. I've never been ripped off from that site. Mods that don't involve a lot of moving parts could be purchased from ebay, such as I/H/E.
If you want to go really cheap, you could do what I've heard some people do and build a cold-air intake out of pvc pipes. You won't get as much HP gain from that over, say, AEM. But it'll work.
Also, I/H/E is a good place to start because it's easy to do it yourself. They're just bolt-ons.