If you want HP, the first mod should always be the DP. Even on a stock ECU, this will give the most increase in HP for money spent. For the money you are talking about (intake, catback, heat shield) you should be able to swing a DP and Cobb AP, especially if you snag a used AP.
As far as SPT goes, it is good stuff. A bit expensive, but then, the good stuff usually is.