From the list of mods you are seeking out I recommend an Openflash Tablet or a tune equivalent. That with some headers will net you the best gains for the money. Any of the other exhaust mods past the headers will not be as noticeable for power gains. I know wheels/tires aren't on your list, but if you want to enjoy the car without the power gains a nice set of tires would make the car more "fun" to drive if you're into that

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Congrats on your BRZ and welcome to the forums