Step one is to obtain cleaner (and rather cooler) air in the engine and let more fumes to exit the engine. This is done by adding a performance air filter and a performance exhaust. The air filter, can be either a replacement panel that fits in the presented airbox or a complete replacement kit comprising of a cone filter and tubing. There are also quite a few options for the exhaust system. Most autos have three sections in the exhaust system, the manifold starting at the engine block, a centre segment and the muffler at the ending. Replacement of the centre and miffer is the least you must do.
Replacing the exhaust and filter will not give that much power, but will enable the engine breathe more generously and you will feel some more reaction from the vehicle under speeding up. At this stage we reach a fork in the path of tuning. The road which you choose to follow depends on what type of engine you own. The first way is for naturally aspirated engines (with no a turbo) and the second path for forced induction cars (turbo or supercharged). At this phase it would also be advisable to check the braking, suspension system, tyres and the gearbox as with extra power available, stopping and handling are more important than before.
For a naturally aspirated engine, the next step is to work on the head by porting it to rise the displacement and gain a significant amount of power. The camshaft can also be swaped for a fast road type. You must then look at the ancillaries such as spark plugs, the fuel pump, the oil pump, before going on to the bottom end and the crank. For a forced induction vehicle you want to look at the ECU and change the intercooler with a superior size model. The ECU should be checked and either re-programmed or changed with a performance item to increase power and increase drivability. Depending on your taste you might wish to add a blow-off valve to let the turbo to work more effectively. Water injection, stronger pistons and an bigger turbo should be next on your list. You can as well take into account adding a turbo to a naturally aspirated engine to significantly increase the power for a relatively small sum of cash.