The best bang for the buck is gears. Put in at a minimum 3.55 gears. I personally would go with 3.73 gears, then go from there. You are not mentioning a budget, so try this route:
1) gears - 3.55 or 3.73
2) exhaust - 2.5inch, with better mufflers
3) Stall Converter
4) Cobra Intake...