Going with forced induction it does...going with bolt on's, not so much. Here's the break down.
For around 150 bucks you can get an intake manifold spacer....by far the cheapest mod that gives the most gains. Then, if you have the Rev Up motor, you can get the MREV and that will help out quite a bit. Next is test pipes/high flow cats (test pipes will provide better gains).
Then you can replace the rest of the exhaust.. y pipe, midpipe, and muffler. If you want, you can get headers, but that's going to be a pricey install, roughly $500 or so, which is more expensive than some headers. It takes a while to do, so it's labor intensive.
Intakes don't do much, even, cold air intakes. I did notice that by swapping my JWT filter with the OEM I had more air flow and got rid of some rasp from my test pipes, but no real gains.
That's about all you can do. Next step is weight reduction, so...gutting the car, but if you're gonna have passengers and whatnot, that's not an option. So what's next? Forced induction. If that won't be for a while, a tune is a must after all bolt-ons.
Another helpful thing is changing the final drive on the automatic transmissions. That can be done for about $400 bucks or so. Other than thaht, the only other performance mods would be the suspension...so you got coilovers, sway bars, strut bars, and various under braces.
The bolt on mod's aren't all that expensive..most is the exhaust, which can cost from several hundred bucks to close to 2k (when buying new). After that it's forced induction and it is VERY pricey...ask around. Look on g35driver and check the FS threads to see how much used kits are going for.
To give an idea a Vortech supercharger goes for about 5k, HKS for about 8K..this doesn't include install. That is a new price of course. You can even ask any of the guys there how much the spent...trust me, I've seen bills of how much some of these parts cost and labor costs...the guy that upgraded to G37 put 60k into his car after going through 3 different superchargers...
I'm not blowing any smoke, you can even go on
http://www.gtmotorsports.com and see for yourself how much things cost.