to start off with, you should do the basic i/h/e. you can install these things yourself with basic handtools and it will give you some basic knowledge about working on your car. you wont be any faster but you wont be any slower either.

but, if you really want to make power you have to spend the money on the good stuff. no dc or greddy crap. they make shit for power. look into the rage header for a not too expensive piece and match it to a custom 2.5'' exhaust. these are good building blocks for the future.