Matt, a CAI, shorty headers/SRT8 clam shells and good cat-back will get you a good start, the only caveat to that is they won't have much effect until your car can be tuned to extract the benefits of more intake/exhaust flow. I don't think doing these mods will lean your present tune out so much that is would be detrimental to your engine, so if the mod bug has bitten you, go ahead and do them. The thermostat won't show much benefit until it's tuned either, however if you live in the South like me, it will help in the summer with the A/C going. My '09 has a short list of performance mods, and with good tires you will turn some impressive times with enough practice (see my profile).
p.s. I have a catch can, opinions vary on this one. I'm also running the stock cats, so the effect of catless mids and high flow cats may show minimal improvement for the $$$.