2003 fx4

[ticopowell]

For the intake, unless you want to spend some big bucks, just stick with the gott's mod. If you do want to spend some big bucks go for a Supercharger or Turbo. Exhaust wise, you can do a rear catalytic converter delete fairly easily, if it is legal in your area, and you can do long headers with a custom exhaust too if you have the money for it.
I'm sure there are other things, but those seem like the most common for performance upgrades.
One more upgrade that is cheap and semi-easy is Underdrive pulleys, Troyer performance has them for your truck and they add maybe 12-15 hp and 1 mpg or so depending on your driving habits.
Hope I helped!