CAI = Most bang for your buck as far as non FI bolt-ons go.
Gains = around 4-7 whp
Header = The Hotshot header is currently $400 shipped, and will provide perhaps the best gains of any bolt-on for the GT. (The header is where its at on this car)
Gains = around 8 whp
Exhuast = Like CelciaRacer said all that air is going to have to go somewhere eventually. So I would almost recomend getting an exhaust first, since you'll have the looks, the sound, and a slight gain.
TRD has shown the best gains, unless you want something REALLY loud and non-legal the TRD Kazuma cat-back has even more gains.
Gains = 3-5 Kazuma = 10+
Price = +/- $400-$500
Then there is the AEM alt. Pulley. Alone it will produce about an additional 1 whp or so, but will increase responsivenes of the car, and you other bolt-ons will benefit/work more efficiently.
Gains = 1 whp
Price = $70
Greddy Emanage; is an ECU piggy-back.
Gains = 6 whp on an MR2 Spyder. (It has the same engine as the celi GT, the 1zz-fe)
Price = $370 for whole pre-programmed package.
Apexi Power FC, is available for the GT for about $1K but I don't think anyone's tried it on their GT. Lucky on here, put it on his GTS with just an Intake and is running high 13s though
Then there is a clutch and lightweight flywheel combo that you could look at. The ACT clutch and the Fidanza flywheel are seemingly a good combo I've heard.
Gains = X
Price = $700 + Labor ($300 or so)
The Emanage, PFC, clutch and flywheel (along with plenty other goodies) can be found here:
http://monkeywrenchracing.com/toyota.html Then of course there's FI.
A 50 shot of nitrous is about the norm, and a good set-up will run ya around $1k.
Turbo can boost you up to about 233 whp at 6-8 psi, and will run you $3500 for the turbo package. Then there's maintenance and everything...
As far as superchargers go, TRD makes one that well, won't fit! You'd have to modify the hood in order for it to work.
The S/c by itself however is about $3000.
Hope this helps
Go search young man, go search 
::jerkoff:
