But the bottom line is this: Air Flow improvements are essentially free efficiency. The stock ECM and programming are plenty capable of increasing the power output of your engine (within reason) if they "see" increased air flow and cooler EGT's. By changing out the air intake, exhaust and intercooler (with all its associated parts as the guys have said), you have done nearly everything possible to increase the efficiency of your engine. In fact, if it were not for the cost (particularly of the intercooler setup), these are probably the first things everyone on here would do. If you do those three things, you have created a great platform for future mods, and they will be that much more effective, and that much safer (from an EGT perspective)...
By my way of thinking, you are startng in the right place (if you include exhaust and air intake as well)...