what first?

I've decided to go with AEM CAI, DC headers, and GReddy exhaust. Basically, I want my car to sound great and move faster. I'm definately avoiding the high pithed exhaust noises that those rice rockets have. Is this a good combo to add punch to my Accord? If not, then any suggestions? Money isn't exactly pouring into my lap so I'll have to get each part done seperately. What should come first? I was told that you cant get inake first because your engine will take in more than it can push out. Is this true? Help me out, what comes first?