First, I'm gonna talk about adding power. First, if you can make your car "inhale" and "exhale" better, you're gonna see some power gains. Too help with the former, you would add a less restrictive tubing and a better air filter and intake manifold. The better intake tubing, also known as a short ram intake or a cold air intake, is a popular mod among import tuners. Not only will this release more horsepower, but it can give your car a deeper engine noise. A better filter usually comes with a CAI or SRI. These will increase power marginally, but they are mostly helpful because you can wash them and reuse em. A better intake manifold gives less restriction and is usually lighter for V8's.
One way to really help inhaling is with a turbo or supercharger. These are turbines or screws that spin at high speeds to cram more air into the engine. More air means a bigger boom when the fuel combhusts. The difference between a turbo and a supercharger is that a turbo harnesses the heat and power of the exhaust gasses leaving the engine to spin a turbine, while a supercharger uses a pulley that connects to the crankshaft to spin a turbine or screw. Because of that, turbos are more efficient (although it is debateable). But the problem with a turbo is that if the turbine is too large, you get something called turbo lag. This is when you slam the gas and the car starts to move, but the power doesnt kick in until 3000 rpms or so. A supercharger will not have such lag because it is directly connected to the engine.
When you have a turbo or supercharger, you will need an intercooler (unless its a screw type supercharger, because they dont need intercoolers). When air is compressed by a forced induction unit, it warms up and starts to expand (which ruins the point of forced induction). What the intercooler does is cool the air so it stays compressed.
Now onto exhaling. To help the engine with this, you would want a tubular designed header, exhaust piping with less bends and twists and a larger diameter, and a better flowing muffler. Be careful though, if the tubing is too large, the gasses will slow down as they leave the engine. You want the tubing large enough so the engine isnt choked and small enough so the gases can have a high velocity. As for mufflers, stay far away from gimmicks and fart cans (what you will usually see on riced Civics). These just make your car sound like a high pitched fart and can negatively affect power output. Also, you want to remove premufflers and resonators in the exhaust, becuase they suck power. Try not to remove the main catalyct convertor.