If you want to upgrade your exhaust get a system off an SRT8. The SRT8 manifolds are factory shorty headers (the stock 5.7 manifolds are horrible), and the rest of the system is 2 3/4" in diameter, where as yours is 2 1/4" (The 5.7 Challengers with the Trac Pak came with 2.5"). You'll need the mid pipes as well cause they are specific to the SRT8 manifolds. This is the upgrade I plan for the spring on my 05 Magnum RT. You won't get any CEL with this mod as they are factory parts.
The CAI is a good one as well, it's the first thing I did to my car, and from what I heard the Diablo tuner really wakes these cars up (that's planned for the spring as well). The LX cars are HEAVILY torque managed from the factory. You can feel it when you nail it from a stand still, and when the car shifts while under power. You can feel the car lay down, shift, then come back on. You can dial this back with the Diablo.
For what the cars are you won't be disappointed, they get mid to high 20's for mileage and can run low 14's high 13's stock, pretty sweet set up