Congrats on getting your Z.
On giving your car some extra umph,keep in mind that the Z in stock form has
quite a bit of power. The bolt-ons you have mentioned and others such as exhaust changes
are not going to give you tire smoking performance. Unless you are interested in the
"looks value" of some of these mods,there are some options (at a lower cost) to give you the
same,albeit minimal results. I suggest dropping a K&N filter in the stock air box instead of
a intake change. A plenum spacer is a good idea as part of the recipe. Look at high flow cats(HFC's).
Run these with the stock exhaust for awhile. May be add a cat back system after that. Keep in
mind,the car will be much louder.
When you get all your stuff done,get a tune to get the car working to it's max potential.
If you do get the bug to get out of "small" changes,FI(supercharger/turbo)is the route to go
for real performance. Real money also. About 10k+++.