Exhausts..filters are pretty futile means of adding power. Unless the exhaust system is restricitve youre looking at a few BHP here and there..
Getting an exhaust and filter, ECU, and a rolling road session could cost close to a grand..and for 10bhp..worth it? I think not..
By all means do that..it will look..sound good..and is nice to tell your mates
Try thinking about power to weight. You could lose your spare wheel for a start..and buy some lighter wheels and get new tyres sealed for punctures (about £80). Forged lightweight wheels could save up to 40kg + plus 20kg of youre spare..thats 60kg..lots! Besides, new wheels transform a car..
Theres also suspension and brakes..upgraded items allow you to brake later and carry more speed though corners..which will allow you to use every single BHP better. If you bother to weigh aftermarket items you could be saving a few kgs here and there too..
Stripping down the soundproofing..removing rear seats..carpets..anything! Could mean you saving almost 100kg. That is a lot of weight..and will count for more than 10bhp produced in the upper rev range which you will never use in normal driving anyway!!
-Rob