dont bother locally unless you dont mind paying 3x the price you can get somewere else. especially dont go to Apex, or Motorsport wharehouse. sure its a nice place to go, to get an idea of what you want... but dont buy anything from them.. they charge way tooo much.
get on Ebay, get an Ebay account set up... and buy stuff off there.
you can get just about any muffler off there you want.. then when you get it, take it to Exhuast Works here in town and have them put on 2.5inch piping.
get your intake off ebay. just cause theres name brands out there, doesnt mean there better. get the full intake off ebay, no name, will come with 3-4 cupplers, the filter, and 2... not 1... but 2 pieces of pipes... the Auctions on there that sell the intake with just one pipeing, those are called "hot air intakes" cause all your doing is sucking in hot air from the engine... which wont improve hp.
all i can think of is intake and exhuast right now.. those are easy mods.
other mods would require a little expert help unless your pretty good under the hood.
If you get the Outlaw Phenolic spacers, those will help to keep the engine cooler. good for living in AZ.
you could also go with a Legal High flow cat. converter while your getting the exhuast done.
cant think of anything else. but you might want to replace alot of stuff like motor mounts with some polyurathane motor mounts. as you increase hp, you need to replace alot of little things to support the increase.
again.. look on ebay first.. also go to Probetalk.com and look in the for sale and Bulk buy section in the Forums. alot of people selling stuff there that you can use on MX6's