Looking over the pictures what I can see:
Cobb intake of some kind
Cat-back
Defi gagues and controller
The intake usually "requires" (very strongly recommended) a tune.
So if you're willing to spend a bit of money, I'd buy either a tactrix or an accessport. There are many threads on here dicussing the merits of each. From there you can start logging and messing with engine mapping. If you have people in your area with STIs you may be able to borrow a tactrix to log and tune, but its useful to have your own.
You could sell/trade your intake for a stock one. You run into a problem if the engine is tuned for the intake and you replace it though, so either way you'll want to figure out your ECU stuff first. Anyways, the stock airbox is actually really good! It doesnt have the "cool" factor, but its not really a restriction until you're making quite a bit more HP than stock.
I think tactrix is ~100 and Accessport is ~400. Its really not that much when you factor it into the price of the car.