All depends on your budget. If you want to be cheap, Ebay has innexpencive intakes, as mentioned earlier, which can be coupled to a quality filter. Alternatively to the Apexi N1 or WS2, there are also knockoff mufflers on Ebay for under $30. It's up to you whether you want to buy quality, dependable parts, or save a few bucks. On certain things, you may be happy with the cheap parts, but generally, you will be recommended to take the route of quality.
As far as different air intakes go, the most common styles are the Short Ram and the Cold Air Intake.
Short Ram intakes are a shorter piping distance and eliminate the box, allowing for better airflow, quicker throttle response, and an improved engine noise. They are also less expencive than Cold Air Intakes and don't have the same potential danger of "Hydro-Lock."
Cold Air Intakes relocate the source of air induction to a location far away from the block. The cooler air temperatures create greater performance gains than the short ram, but they cost more and carry a small risk. Hydro-Lock is when a large quanitity of water is sucked up into your intake, and seizes your engine. Cold Air Intakes may do this if you are to hit a deep puddle.
The Ice Box looks like a good intake; there are just tons of different things out there. Another popular intake is the Whale Penis, by PasswordJDM. Look around and read about people's experienced with different intakes and pick what suites your budget, driving style and goals.
Exhaust can be done a million different ways. From the header, to the presence of a catalytic onverter, to your resonators, muffler and piping diamater, you'll make a lot of choices. Similar idea. Read around online. Again, you will have the option of buying cheap stuff such as Ebay headers for a fraction of the price, but you may end up spending more and going through a hassle. For example, you may buy an Ebay header for $100, which is very difficult to mount up properly, and acquires cracks within the first year that it's on the car. If you were to replace it with a quality header, you'd probably wish you just did so in the first place.
Like others have said; if you don't have a security system or all of your maintenance issues taken care of, do so before you proceed with modifications. Needs before wants.
It's all about the research, good-luck.