You don't need no mods. You already have the FE Big Block engine.
In terms of exhaust, headers, smooth tubes, HF cats, and filters, HP gains are minimal for all of them. The car will definitely sound and look a lot better, but don't expect much seat of the pants feel improvement. The FE already has somewhat of a free-flowing exhaust to begin with, only problem is it sounds like an overstuffed UPS truck. The car should also run a bit cooler as well with the high flow cats/headers.
I have not done the Vec2 or roller rockers, but from what I have read they do yield a nice performance improvement. Perhaps they will yield more of an improvement than the aformentioned mods discussed above.
Best of luck and be careful. People just can't grasp the immense power of the FE Big Block and tend to ignore its possible repercussions. Global warming, abnormal earthly axis rotation, and El Nino all can result if you over-mod your FE. Hell, just after I installed smooth-tubes on my FE there was that big-ass Tsunami. Coincidence? I don't think so either. Just don't go too far. One too many mods and you may just be blasted back into the Reagan administration----or **** us all into one giant black hole. Before you do any mods remember one thing; space travel is for NASA, not for us.