there's a engine bay temperature test on the homepage made by a member here which shows that the coolest location for a open air filter is behind the passenger headlight like the K-tec induction setup. You may as well do a similar setup by yourself, a 70mm alloy 90 degree pipe and a cone open filter can be bought very cheap.
A nice exhaust would be the Pure Motorsport one but there are cheaper options (like k-tec). The Rs tuner is very high rated over here, I'm having it myself but if you can stretch a little bit to cams you'll have to do a custom map to get the best results.
If you're not onto track days you could just get some lowering springs from eibach and the bushes replaced everywhere which will firm things up. Will also suggest to upgrade your rear exhaust mounts as they are weak, there are some threads here of how to do it.
If you want new tyres with good all round performance the michelin pilot sport 3 are probably the best although not the cheapest. Cheaper but still very good are the hankook v12 evo
Yet another great mod which I came across earlier these days is the pure motorsport gear linkage. As many complain about the vague gearshift in the rs clio's this should massively improve the drive.
These mods will make the car very nice to drive and would definitely make you keep it for a while
Good luck!
