What performance part is better for getting more out of your engine? And what inter cooler/intake is better?

What performance part is better for getting more out of your engine? i have been trying to find new things (like new headers, head gaskets, etc) for my engine (but i do not know where to start?) that are not costly and able to be done at home, that will enhance better performance. And what inter cooler/intake is better? there is a short ram, cold air intake or an inter cooler and also do i have to have a turbo for an inter cooler?

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