I have been playing for a while with the idea to upgrade my motor, so tell me what to do

Be gentle, as I'm not that good on the technical side

The car is an non dccd 05 sti with ppp and a jgm remap + sti panel filter.
Later I fitted the NGKPFR7's, which did absolutely nothing performance wise, but consumption dropped with more then 10%

I am looking for more power, especially torque and most importantly a safe setup. Budget wise well, no limit for now, and see where it goes

 

Well I see no advise, so I'll try some guessing

Would changing the exhaust system to smth else, like Miltek 3" give any extras ? I still want to have the prodrive sportscat to have it road legal ofc.
Thinking about a cold air induction too, just not sure which one is the best. Am I right that if I fit one of these I'd need a remap too ?

 

some one will help out may help is you have a title like more poneys to get intrest