Would these be good mods to start with?

abm89

The list you have sounds like a good start. Since you have a newer model car and you need to pass emissions tests, I suggest going with intakes and exhaust like you said. Headers are not going to really give you much if you want to keep the stock catalysts in, so for the amount of effort i'd leave it alone. A tune is definitely worth it. I recommend Seb at Specialty-Z as he's really good to work with for remote tunes. With the intake, exhaust, and tune, I think you'll have what you want.

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