The least expensive mod that will give you a huge increase in power is a K24 swap as mentioned by rollin_on_15s. The stock K20 that comes in the EP3 Civic Si leaves a lot to be desired as you've mentioned. If you are on a tight budget, you don't even have to change to the RSX Type-S head. Simply install the K24 engine longblock and your torque gains will leave you smiling. Then, down the road as funds allow, you can look into installing an RSX type-S head on the K24 block. Don't forget to budget for engine management. You will need it once you start doing the engine swaps/upgrades. I'd recommend installing the
Hondata KPro into your ECU so that it can be tuned correctly.