check out streetkiaz.com I hear it helps with everything, especially gas milage. YOu should reset your ecu beforehand though. YOu'll get a CEL (Check engine light) cause your gettin rid of the pre-cat on the stock manifold, you should extend the wires down infront of the other cat but the car will run more then fine with that cel it'll just be annoying thats all. Also check out kfxperformance.com if you haven't already.
A header with a 2" header back exhaust would do alot for performance.. Stock my car 83 hp at the wheels with exhaust and header (and a little cam moding) I now make 96.4 hp so that's 13 whp on it's own.. No CAI.. The only thing to keep in mind is do not over do the pipe sizing.. I went 2.25 and people will argue to the death that it is to big and that 2 " is ideal but no one has dyno'd a Rio with the same mods as mine with a 2" exhaust to prove me other wise.. The larger pipe size you go the more top end power you'll see but torque will drop off like crazy..
also go over to streetkiaz to hear whinning and moaning and arguing every day... its a constant argument over there about tids and tats. my cars better, oh my cars faster, your car sucks, what you bought sucks. just some things you see every day there...
4 years back streetkiaz rocked but since ten all down hill..