The head is the big issue in these cars. I don't think you'll see big gains from a header/larger exhaust. When I've asked companies about gains from using a ported/polished intake and larger header on the stock head (n/a), I was told the gains would be minimal.
You might want to reach out to BoPort Performance, Stinger Performance, Automotive Component Engineering, and Racer Walsh; they all make parts for 2.3L Mustangs (turbo and n/a). But, as others have said, the parts can be pricey.
I plan on keeping my car n/a, so I'm removing as much weight as I can (within the SCCA Rules). There are definitely choices I intend to make that I wouldn't recommend for a daily driver. However, there are options that are (relatively) inexpensive and can reduce weight...
Do you need the rear seat? That can save 45 lbs. A fiberglass hood will shave weight; a lightweight K-member and A-arms can also reduce weight. If you don't need power seats, manual seat tracks will save weight. You can delete the center armrest. Carpets that are lighter than stock are available.