Cats: Get rid of em and run the plug in Sims, or look into some car sounds or random technologies models, I'd be wary of what you'll get at NAPA. Some of the replacement cats don't flow any better than stock. care to explain what u mean abt plug in sims?
Intake: Look into the Volant, with or without the external inlet tube. The K&N works too, but the oil thing worries me. AEM makes an oil-less one too. yeah was thinkin abt oil less too.
Headers: There are full length models available if you've got some serious coin, otherwise, not sure about the different shorties. On my older rigs I've had great results with Edelbrocks TES. Whichever you choose, spend for the coated ones. Stainless if you can afford it. plan is stainless ones. but if i hold it off a bit, ill get full length models.
Exhaust: I think I'm just going to change my muffler and add a tip to save money, the factory tubing is Stainless and mandrel bent. reason im changing is cause i want dual outlets.
MAF: Heard horror stories about running aftermarket ones, looks like you're looking at granetelli, I'm going to stick with my factory Delco unit. then ill get replacement factory unit if its true.
Programmer: Check out the Diablosport Predator. Others are available, whichever you choose, make sure you have control of your torque management. so the one i list dont have that? im all new to power programer..
SLP has complete upgrade kits (as do some other mfg's), some include 1.8 RR's.
The gen III's respond really well to mods, I'm looking forward to adding some to mine. I'm just planning on the intake, tuner, and exhaust mods I mentioned above. The newer manifolds appear to be a much better flowing tubular design compared to the earlier generation of trucks. Mines a flexfuel 5.3, I'd like to get the programmer so I can take advantage of the higher octane properties of E85 (106 octane or so). I'm only at 13K, so I'm going to wait until I've got a few more miles on it before I add anything. The programmer is first on the list, I'd like to liven up my 4L60e and turn the torque management down a bit.