A cold air intake is only really worth it if you get a good, custom tune with it. Otherwise, it's gains are minimal. The tune livens up the whole car, better shift points, gets rid of throttle lag etc.

As far as CAIs go, popular ones seem to be JLT and C&L. I have a JLT and it's great. The combo of CAI and Tune is very noticeable and I love it

 

What about dual exhaust? Is that worth it?

 

If you plan on keeping the car along time, then duals are worth it. I am not getting duals due to upgrading to a GT in the near future. Dual exhaust doesn't really improve the performance, it's more for appearance and sound. I feel it's adds weight to the car and will slow it down a bit. Just my opinion. I installed a single high performance exhaust for a little more rumble while driving and it is OK for me. You can get a single exhaust for like $130 - $200.
+1 on the CAI/Tune combo. It does WAKE up the stangs!! Do it!!