If you want to get more poke, look into customised chips for the engine management system, preferably in tandem with intakes and exhausts; you can get good gains out of this route, since manufacturers typically run fairly conservative settings on the ECU.
Word of warning, though; find out what trade-offs a vendor has made. ECU changes can screw your emissions if you live somewhere with strict rules, for example, or may require beefed up cooling (and will almost certainly want better breathing, hence the recommendation to look at exhausts and intakes).
ECU reprogramming or chips will probably cost you a few hundred dollars, minimum; one cheap route might be to look into whether the US ECU is detuned compared to Japanese or Euro releases and see if you can swap a stock one in from another market for a win (by way of example, there's about a 20 HP difference in Aussie and Japanese Nissan 200ZXs purely due to the programming for different markets).
I'll second the advice on making sure you spec the brakes for any power increases you get.
Oh, another thing: if you're going to get serious about performance, it's a good idea to look into getting the car run on a dyno to measure actual power/torque figures before and after modifications, so you know whether changes are actually working as advertised.
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