I wouldnt exactly call gears bolt-ons.
Like everyone said, make a plan of attack based on what you want your car for or you will end up getting parts and replacing them later with something else.
Do you plan on making more than 400hp at any point in your cars life? If you are, youre gonna want to look at either a supercharger/turbo or nitrous. You can reach 400 without any of those, but be ready to spend tons of money on it. Youll spend more money getting there than any FI power adder or nitrous with less gains. Most entry level SC/turbos will put you over 400.
Also, will you be going for straight line performance or making turns? You would want different tires for a road course than you would a drag strip, and your suspension set up would be different too. Bigger brakes or brake ducts would have a higher priority if you go on a road course too, but drag radials would do you no good on the turns. But then bigger brakes or brake ducts dont have much use if you only use them once and they wont help your 1/4 mile time, but drag radials would help a ton for straight line traction. Look around and find out what works best for what youre looking for.
Make sure you know the difference between performance and show mods. Mufflers are NOT worth 20hp. They are worth next to nothing, and are mainly a sound mod. Im not saying dont get them. If you want the sound, go for it! Just dont buy them expecting your car to go faster or youll be disappointed. Others to watch out for are:
throttle bodies - the stock one is good to about 500ish hp, and aftermarket ones give nothing but problems.
throttle body spacers -they do nothing but add weight
basically any part of the exhaust - the exhaust is mainly a sound mod. The pipes are already 2.5". Different parts will add maybe 1-4 hp at MOST, but its really not worth the hassle unless you want the sound of course. Same thing goes for shorties, they look cool, thats it. Long tubes can give some power, but you need other supporting mods to get the best out of them.
20" rims - they look cool (if youre a rim person, im personally not) but add a ton of weight. Youll actually decrease performance.
"Ram air" hoods - its a lie. The opening in the front of our cars is already huge.
Shaker systems - its basically an overpriced, overly complicated cold air kit.
Those are just a few. Again, make sure you do research and know exactly what youre doing and what you plan on doing with your car, or that intake, cams, and long tubes are gonna be worthless when you decide to turbo your car.
Also, like i said before, this is strictly from a performance view. If youre going for looks, anything goes really. Theres no "rules" to looks

(sound counts as "looks")