horses on 02 Sentra gxe

A cold air intake will get you roughly 7 whp for about $150-$250. Don't get a ebay brand, they are pretty much fake. Good brands are AEM, Hotshot, Nismo. You'll want to make sure you get the correct one, as there are two versions, one for the 1.8 liter engine which you have, and one for the 2.5 liter engine that the SE-R uses.

An aftermarket exhaust is not necessary when putting on a cold air intake, however, to get a further hp boost, an aftermarket exhaust is very helpful, but they can be pricey. I'm pretty sure aftermarket exhausts for the GXE run around $400-$500, maybe higher.

Put a loud muffler on it. You'll think you are going faster.