Cone filter just makes it louder IMO and from others I've spoken to with it say the same (if they're being honest). Use the existing airbox with a flat panel filter, but re-route the air feed to the front port and pipe it up behind the lower grill. (as the FRP does)

A milltek manifold / sports cat / cat back will give you about 8-10 bhp, a remap (from pumaspeed to FRP spec) will give you 8bhp. Cams about 7 and the FRP inlet about 8 (making the difference from 123 standard to 153 on an FRP)

I've got the Milltek and FRP remap and it makes the engine a bit more responsive as well as getting rid of the 'bog down' traction control (it's not really, just a way of protecting the IB5 gearbox on take off) cobblers as std. Whilst their at it, get them to map it for super unleaded - that helps too

You could go down the turbo or NoS route, but that's only if you've deep pockets to do it properly.