I know people talk crap about nitrous, but, have you thought about getting like a 50 shot? If you do your homework, and do it right, it's safe enough. And you can do it for like $750, and that's including a nitrous controller that will retard the timing if it senses a lean condition. It will also control the injectors to add extra fuel, I recommend Jacobs Electronics Nitrous Mastermind. They are in Summit Racing's catalog.
Other than something like that, just like people said. Intake and exhaust will free up some horsepower. I don't recommend gutting the cat, unless there is no emissions testing where you are. That is a fine punishable by up to 25 years in prison and either $250,000 or $25,000 in the states. Also, if you get lower profile tires than stock, you'll accelerate a little quicker. Your speedo will be off though. Without an engine swap, or nitrous, you're pretty limited in what you can do. Head work is an option of course, but, for the cost, you probably won't see a huge difference, of course, when you add in other mods like exhaust and intake, it'll be more noticible.
I agree with squal282 on the suspension, it won't be faster, but, it'll be a lot more fun to drive fast.
Good luck.