I'd suggest doing the mechanical fix for your cat CEL - that way your CEL will actually mean something.
If you're running all that stuff without a tune, I would SERIOUSLY suggest not even turning on your car until you get it tuned. While you're on your way, drive it like it's in limp mode - never go boost, etc.
You are running lean because of your tune. However, it is likely that you will need more fuel flow as well (larger injectors, etc.). You may want to call your tuner ahead of time and ask him what injectors and fuel pump to go to - it's likely that he'll be able to do nothing until those are fixed (although there's a chance, depending on the type of tuning shop, that he'll have some to sell you there).
But again, the most important part - those mods without a tune are basically asking for your engine to explode. It's good that you're getting a tune, but if possible, either ask for a base map to get to the tuner, or tow it there.