Civic 2002 Mods...newbie

Hey...I'm new to these boards and performance upgrades so please bear with me!

I just got a new 2002 Civic EX automatic and I know that I want to upgrade its performance. From browsing the board, I have kind of figured out that the first steps to take would be intake, exhaust and header. How much horsepower do these parts add? If anyone could offer any advice on these parts (best brands, where to purchase, etc...) I would really apreciate it. Also, to anyone in Michigan, are there any good shops here?

Thanks for the help...