As others have said, here are the real choices for any significant power gain:

1) 2012+ JK with the Pentastar engine.
2) Supercharger
3) Hemi engine swap
4) GM LSx engine swap

Exhaust and cold air intake are going to do very little except make it sound faster (my opinion, based on my research... others will disagree). Some will add absolutely nothing. A programmer will help more than those, especially if you're running bigger tires than stock and haven't reprogrammed the computer to factor that in, but will still only have limited results. If you're running bigger tires then re-gearing will also help a lot. The engine won't make more power but it'll be quicker since it doesn't have to work so hard to turn the wheels.

Also, make sure you read up on the CAI before you decide to go that route to make sure you aren't getting one that also functions well as a "cold water intake" when off road.

 

I'm also not sure how, looking at the pictures, it apparently has the ability to change colors.

 

supercharger. Magnuson for example shows Dino #'s up to 40% over stock. Do the math.