Nitrous Add-Ons

I'd change exhaust manifolds for headers before I did the gear change,and add a full cat-back system.

The CAI is, well...i wouldent get it. i would look for a nice MAF System such as the one i got. Get all that and a tune (When you have everything) and you should be VERY happy.

You'll really want the chip (or handheld tuner) with the gears and O/R H. The chip (or HHT) can handle the MIL errors, chg timing, A/F ratio, correct the speedo for the new gears, etc. I'd highly recommend SCT - ck them out at www.modulardepot.com - SCT - The guys that know! Awesome support!!!
Changing the exhaust manifolds means removing the OEM ones and replacing them with aftermarket headers, either shorties (which use the OEM size mid pipe) or long tube headers, which would use a different size (much shorter, since the headers come all the way down along side the transmission) mid pipe. Long tube headers really make the best power and many people say not to waste your time and money with the shorties as the gains they provide are minimal. Of course the drawback to long tubes is their price and the cost to have them installed (it's not an easy job!)
Not to flame ya, but if you are trying to keep it under $2K and were trying to decide between nitrous oxide and a blower...well, there really isn't much choice, now is there? A blower is about 10 times the cost of nitrous! Again, I'm not trying to be a smart a$$, or I wouldn't have wasted my time typing out all of the above info.