If you're looking for hp gains, then apply the hp/$ ratio. When you do this, you'll see that an NA air intake @ $400 yeilds the same hp per dollar spent as a much more expensive supercharger. In this light, an exhaust is a much better purchase than a header as the exhaust gives more hp than headers anyway and costs a lot less. If I were you, I'd do intake/exhaust first, then tires and rims if that's the route you're thinking, then the headers. The additional benefit of this chronology is the fact you can readily see these upgrades, while headers, with their minimal hp boost for the maximum cost (remember, installing headers on your NSX may be a bit trickier-read more expensive-than an exhaust as it's not likely a do-it-yourself project for most people) lies buried under the car. When I tuned my previous car (a Miata) I spent alot of time mapping a strategy as cost was an object so I had to spend wisely. Here's how I went and why:
-Rims and tires-Improved grip and handling was the most obvious area in need of changing
-Cold Air intake-10/15 hp gain for $399
-Cat bach exhaust-15 more hp for @$600
-Springs and shocks-no hp but vastly improved an already great handling car
-Header-mostly for looks it gave an additional 5 hp for $900
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