Fwiw, I've noticed that during fall and the day they call winter, the truck is peppier than during the heat of the Florida summer.
This is caused by Cold air being more dense then Hot air. Because more oxygen can enter the combustion chamber the ECM actually adds a bit more fuel due to the dense air creating a more explosive combustion event producing more HP and Torque.
This is where the theory for "Cold Air Intakes" came from. The cooler the air you can get into the engine the better the combustion will be. Others before me mentioned the reasons that some CAI's are no good and the issues that can arise with them. Unless you are modifying the engine with a Cam, Injectors, Exhaust, changing compression ratio's ect. there is very little benefit to a aftermarket CAI. Usually at most you see 3-5 Horse Power gains, again this is at most from a CAI. Unless you are running a real turd of an engine you will not actually feel this gain in the seat of your pants.
Because for years and years manufactures have used cold air intakes the best option, in my humble opinion, is what JonnyO said, put in a high flow air filter into the stock filters place. I did this with my '94 because it already draws from right behind the right headlight.
The Exhaust's diameter is already larger than what the engines need so other than a high flow cat there is no reason to change the exhaust other than for sound and some do sound really good but from a performance stand point the gains are very minimal.
Headers can shift HP and Torque around and gain a little of each but again you are looking at the 3-8HP range in gains.
Because the engines now are around 200HP +/- unless you are adding in 20-30HP more you really wont feel much in the seat of your pants from the minimal gains from simple mods like just a CAI or just an Exhaust. Now if you do a combination of them like and Exhaust, Headers, Shift Kit, and a real Dyno Tune then yes you will really feel a difference in performance of the vehicle in the seat of your pants from those mods.
Depending on the kit and engine some CAI sound really cool with wide open throttle and one reason some install them.