Unfortunately, power tuning a non turbo car is a costly affair (if you're looking for big gains) You can up your power on a turbo car by as much as 40% with just a Re-map, but that's the beauty of having a turbo.
Power on a budget can be acheived with Nitrous oxide, but its not the kind of thing you'd use readily! It's straight line stuff really.
If you're looking for a bit of mild tuning, I would say the route tends to be exhaust and high flow cat first. Air intakes give varied results but mainly just give a better noise (making it sound fast)
