The XCAL with a mail order tune will usually give a little bump in power - mostly accomplished by adding timing and changing transmission settings - at altitude, this may not help due to less air available - possibly could lead to detonation / pinging due to lean conditions. A good custom dyno tune at the altitude you operate at will always be better as the tuner, if he knows his stuff can set up the fuel / spark tables better for the existant conditions.
The pullies do decrease load on the engine, but at those higher altitudes, reduced operation of the water pump and fan may cause overheating issues - just something to keep in mind.
Cold air intake is basically a waste of money - most people see the same gains by just taking out the air box inlet restrictor - searching the various forums will explain.
The SOHC already has very good flowing exhaust ports and the factory exhaust manifolds flow quite well - most people report no noticable gains and a few have reported slight losses.
You might see a slight bump from the exhaust upgrade - definitely will hear it more.
Gearing is absolutely the best way to bump up your bottom end capabilities - especially if you're towing a boat.
Going from basically sea level, to 7000 ft is always going to reduce your performance - the air just isn't as dense and unless you go to some form of forced induction (turbo, supercharger), you will not have the power you had at sea level - it's all about movement of air through the engine. Sadly, there's no 'cheap' way to get this done and tricks that sometimes work on the 4.0 OHV usually don't apply to the SOHC.
Bird