The first step is getting more power out of your car is freeing up your system's exhaust tract. In terms of aftermarket upgrades, this is the path the majority of tuners take. Remember that the internal combustion engine is basically a pump, and the more gases you can flow through cannot but improve performance. When it comes to modifying your exhaust, your choices will be dictated by its intended use. For example, your ride does primary duty as a daily driver. In that case, state laws may limit you to a catback exhaust. Sometimes, the option may be open for you to replace your exhaust pipes and cats too, from the exhaust manifold collector down to the muffler itself.
But for complete freedom in modifying your exhaust, your engine and the rest of your car, it would be best to have a track car registered as such, and you can then replace components to what your budget will allow. One exhaust system component that has been the subject of discussion in recent years is ceramic-coated headers. Ceramic headers offer the dual benefits of lowering engine compartment temperature by keeping the heat metal tubes would otherwise radiate. But by keeping the exhaust heat within the tubes, exhaust gas scavenging is improved. Which is a fancy way of saying that gas flow is increased, thereby benefitting engine performance. Making a blanket prediction on how much performance can be gained with ceramic coatings can be tricky though, because a lot of variables in the rest of the exhaust system have to be taken into account.
Note that so-called ceramic headers are actually steel-pipe headers with a ceramic coating on them. They can be less expensive than stainless steel headers because manufacturers can use mild steel for forming the headers and then coat them with the ceramic material. So, in performance terms, ceramic headers can be better than popular stainless steel headers because of cost and performance factors. Stainless steel though wins in terms of durability but not cost. Aesthetically, gearheads who go for bling will choose the look of stainless.
Bear in mind that as you extract more horsepower from your car's engine, heat will become a major factor. In this regard, ceramic headers will be a better choice because they will keep underhood temperatures down. They may not look as fancy as stainless steel headers, but if they contribute to a more powerful and reliable engine, what is the better choice?