OK folks--let's try to keep this on-topic.
Full-on race headers are your biggest bolt-on HP gain. That might be as much as 10 HP, but don't bank on it.
The best, and probably most expensive, are the Tangerine Racing (formerly CFR) headers.
http://www.tangerineracing.com . A less-expensive (and less effective, supposedly) alternative can be found at
http://www.kerryhunterenterprise.com . Triad up in Washington sells a set that is supposed to be between those two in both price and performance.
A good tune-up is probably the #1 "bolt-on" improvement. You can also monkey a bit with the intake--a K&N cone filter directly on the throttle body, or with a short ram-style intake, can give you a bit. Ditto enlarging the throttle body bore by up to 5mm. (Spendy, though!)
The turbo setup is technically bolt-on, but a lot more than most want to get into. It involves a lot of welding on the parts you are bolting on, as well as R&D and fab work...
--DD