Check out my build thread
http://www.rotarycarclub.com/rotary_...ad.php?t=11163
as far as exhausts i say GReddy SE (which is what I have), HKS hi-power, Racing Beat, GReddy SP2, exoticspeed, or if you have serious cash RE-super dolphin tail exhaust. Its the sexiest exhaust of em all but very pricy. Go with a nice catback exhaust and throw in a racing beat dual resonated midpipe or wait for BHR to come out with their midpipe. Its one of the easiest ways to free up power for 8's.
Cold air best options are the Racing beat intake with duct, AEM, Mazdaspeed. Short ram intakes are a no no for 8's. You typically just suck in hot air and make you lose power and idle rough. Racing beat intake with duct is your best choice (what I will be getting later this summer)