K20AMUGENPOWER - Congrats on getting an RSX and having ambitious plans for it. But first, you have to realize that there will always be a faster car than yours (despite however much $$$ you invest into your car). You can always spend more and more money to make it go faster, but what are you going to do when a beat-up hatchback with peeling paint (the ultimate sleeper, if you will) leaves you in the dust? Eh.. that's just my 1.5cents.
With that being said, here's how I'd spend 3K. Function over form.
CAI - $250
PG Exhaust - $600
JR Race header (illegal I know, but...) - $600
Hondata #4 - $600
Springs - $150
Rear camber kit - $140
Rear sway - $150
Assuming you install everything yourself, that leaves you with $510 for tires, which you'll soon discover needs to be replaced. The stock Michelins... ugh.