Cat back runs from the cats (in front of the rear axle) out the back. Axle back just replaces the mufflers (behind the axle) and the tips. On a stock car or even a mildly modified one, there is no benefit to getting a cat back system. If you're just after more sound, axle back is the ticket. Our cars have factory H pipes. You can replace that with an off-road (no cats) or a catted version; there are also X pipes available on both flavors. H "tends" to give a more traditional muscle car sound, while the X "tends" to be more raspy sounding. The factory exhausts actually flow very well on these cars; they just aren't very loud.
As far as a tuner and CAI, they are perhaps the best bang for the buck mod you can get, aside from gears. You can expect a realistic 15-25HP gain, at the wheels, from a CAI and tuner (depending on tune). Also, just about any mod that you do will require a new, updated tune so the tuner is a must have. Most vendors will provide free updated tunes if you purchase the tuner from them (American Muscle, Brenspeed).