Ya I had the same issue when I got my car but the truth is if you really want your car to benefit from aftermarket parts you are going to need to spend more money then you probably want. All I can tell you is that americanmuscle.com is the best website. There parts are the most reliable and they are the cheapest you will find anywhere.
Cai and tuner is a good start and simple enough for anyone to do.
That's how I've started but I do have my regrets. I first got the bbk cai because it didn't require a tune but I ended up getting a tuner anyways. The diameter of the bbk is smaller than the others (less air)
If I had to do it again I'd start with rear gears (4.10) and t.lok. Everything in time.
If you have an automatic, a tuner is absolutely the first mod you should consider. The throttle response and shift points will instanly make your car feel like a new beast. American Muscle gives you tunes for life if you buy their SCT tuner, so you are set for whatever mods the future holds.