Welcome to the site! I feel your pain, I have an 06 3.9 GTP that I bought brand new in 06 and there is not a lot out there for them. There is a mass produced exhaust system, The GT-R that a lot of people have put on, but I recommend doing what a lot of others have done, order your choice of muffler or mufflers depending on what type of set up you want, exhaust tips and find an exhaust shop and have them bend you a system (find one and talk to them before you order your parts). As far as a chip, there is only one, Jet Performance Module (its a flash program for your ecm), I have the stage 2 and out of all my mods I noticed the biggest improvement from it, but you could have WAMS or Vector tune your ecm or buy a new one outright. As for your CAI you can get CRABS, a K&N Typhoon, Injen, or do like I did go to Auto Zone and buy a cone filter and some of their plastic tubing and make your own. Headers I dont know of any. You can check out pics of all these mods and more that I have done in the photo gallery. Hope this helps you out! Happy Motoring!