break-in should be completed before installing aftermarket goodies. proceed otherwise at your own risk.
DO NOT change the intake or downpipe without the ability to flash the correct map for the new goodies. Again, no one is stopping you but proceed at own risk. As mentioned, the cobb intake *can* be installed without a tune however why go that route and not get the added power that a tune would provide? Even one of the OTS tunes that come with the AP will give you decent gains over factory. A protune will yield you even more.