To see any legitimate gain in horsepower you'd have to at least get camshafts with a more aggressive grind. This will not only give you more power but extend your RPM range slightly.
Something like this will set you back anywhere from $900-$2000 depending on whether or not you can do the work yourself.
Anything else you'd like to do (intake, exhaust) will not give you too much power. If you did both of those on that car you'd be spending nearly as much money and see maybe a 10 hp gain whereas if you get the cams you'd get anywhere from 25-40hp.
Other than that the cheapest way is to turn up the boost...
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