I dont mean to sound negative, but I wouldnt bother!
I mean if you sold the car, and bought a new car with the money you got + the money you plan to spend on mods, you would have a far better car than if you modded the car you have. Remember that mods like a loud exhaust etc. significantly DECREASE the value of your car. (to the majority of the buying public!) You could buy a car that has more power than your car would after the mods, STANDARD. For a lot less money.
Why not get a car that is faster to start with? Keep in mind that there is a higher spec Caldina out there already! So you could buy one that is identical, with a better engine in it already. Which would save you a lot of $ and time.
Caldinas of that era also came with a 3sfe(economy) and 3sge(power) 2.0 litre engines. I would reccomend getting one of these!
Also, the engine you have is designed for economy, rather than power. What I mean is, its not a very good base to start from.
You will find that the car is designed to make peak power in the lower RPMs, where it is driven the most.
It is also designed to provide excellent fuel economy, which it does.
As such, the exhaust, cams, intake, extractors, etc. are all tuned to give optimum performance at this (lower) rev range.
So even if you decided to put on a bigger exhaust, pod filter etc. you will still find that the gains will be minimal. Since the cams are set to be optimally efficient at low RPMs, you wont get a huge power surge at higher RPM just by doing the exhaust/intake. I think you will find that at high RPM, it is the cam profile that is restricting the breathing, a lot more than the standard intake. putting on a bigger exhaust will make your car lose power down low, and you will not make much of a gain in the high RPM, as the engine isnt set up to make power in that range.
Also, it pays to note that an exposed pod filter in your engine bay is a lot WORSE than the standard intake. To the tune of losing a few hp.
In fact I have yet to see any conclusive evidence, that a pod filter actually provides a gain.
If you want to do these mods for the look and the sound, then fair enough. But if you are looking for a power increase, I wouldnt be too optimistic. Remember, you could spend thousands on hopping up your engine, and it could still perform worse than a standard higher displacement engine, which would bolt straight in, and retain its driveability.
If you really dont want to part with your car, (which is fair enough!) I would reccomend a 3sge engine swap. You can get 1990ish 3sges for rediculously cheap these days. I cant tell you if the gearbox is the same though. You would definitely need to replace the wiring loom/ECU!
If not more. I am doing an engine swap project, but I was lucky enough to get pretty much everything out of the engine bay.
Infact, if you were incredibly lucky, and you could actually find one, you could fit a 200hp redtop 3sge in there, from a 1998ish calidna.

However they are incredibly rare, you would have to be an incredible badass to own one.
I am currently spending far too much, rebuilding a red top 3sge engine for my MR2.
Although its a cool, and relatively rare engine, (1000 made apparently) it probably still isnt as fast as an early turbo model.
Not to mention, that I could probably swap in a turbo motor for cheaper than the red top.
So why am I doing it? Im just stubborn I suppose.
So I completely understand if you dont want to change your car/engine.

I also understand, why you would tinker for the sake of tinkering.

It is fun to have a work in progress car.
So although I give reasonably sensible advice, I dont actually follow it myself, and spend money on stupid things. So take it as you will! Good luck with the Caldina, and welcome to toyspeed.
