Currens arent the lightest cars ever.....
Losing some weight from it will probalby benefit you more than gaining hp, but either way you end up making the car less drivable, or more annoying in some way.
Ditch the aircon
Get decent tires (Such an under rated performance mod IMO... I'd rather spend $1000 on tires, than $1000 on mags)
Take as much crap out of the car as you dont mind losing
go for a run on a tread mill.
Do the basic maintenance items, change the oil & filters, etc.
Make sure you're not
losing power, before you try to make more.
Sometimes it's amazing what replacing the airfilter will do, if it's old.
Intake + headers + exhaust may or may not give improvements, but anything more than that, and things start getting very expensive, for not much gains.