Nick,
Welcome. Lots of folks on this site with lots of ideas to pick and choose from, as well as good resources on which sites/shops to buy and not to buy from.
If your goal is strictly power gains, the quickest (and usually cheapest, but not always) route is to get more air into and out of the powerplant. Intakes come in a wide variety of shapes, sizes, etc... the colder, fresher and larger volume of air you can get into the motor, the more power you can produce. Products like K&N filters do actually make a difference, as well as routing the intake external to the engine bay, such as a hood scoop or a feed tube that runs all the way up to the grille, or perhaps under the front fender (if not off-roading).
Some folks just change the intake, and that will make some difference, but not as much if you change the exhaust too. Larger diameter pipes from header to tailpipe not only help inprove the flow, but they will sound bad-ass too ("Loud pipes save lives"). Most exhaust notes are tunable as well. Adding in high-flow cat coverters (if needed) along with hi-flow mufflers are a sure bet to more power overrall.
One note of caution, with electronic fuel injected models, you may need to have a friend/pro check the fuel computer and possibly reprogram it to accomodate this increase in airflow. Not always the case, but something that can save you big $$ down the road. Speaking of which, most fuel computers can either be reprogrammed, or the chip swapped out for a different configuration. If you want/can spend a little more, some fuel computers can be adapted to a dash-mounted control console that you can pick which power curve you want at the push of a button (i.e., highway driving for max MPG, max hp/torque, towing, etc.).. I had a system like this on my old PowerStroke diesel and at the touch of a button I could go from the stock fuel program to max hp for pulling ... the difference on my F250 from min to max was almost 80HP(!) and an additional whopping 375ft/lbs of TQ (other additional modifications made that possible, but it was welcome and needed for the horsetrailer)..
Good luck!
