Well I guess it would depend on your budget. My guess is that a few of the mentioned bolt ons would do you just fine.
Exhaust: There are several choices in exhausts for the Sentra. My personal favorite, and the one I had on my 99 2.0 SE was made by Stromung. It was a nice deep sound, and not obnoxious like most of the exhausts you would hear on say Hondas. Also the drone was low. There are also companies like HKS, GReddy, Stillen, Borla, etc. Most exhausts will yield from 10-15hp depending on setup. You can go full cat-back, or just the rear section.
Headers: Stillen, Hot Shot...etc gains of probably 15hp
Intake: Again there are several selections, and price would most likely be the deciding factor. I personally had the Stillen intake with the K&N filter. It did the job, although I would have preferred a cold air intake as opposed to my shorty. Place Racing, AEM, Jim Wolf Technology are some that you can find for it. gains of probably 10hp or more
Here are a few websites that might help lead you in the right direction...
www.sentra.net
www.nissanforums.com (click on the Sentra forum, and then you would look in the GA16DE section in that)
www.jimwolftechnology.com
www.stillen.com
www.mossyperformance.com
If there are any other questions you have by all means ask...hopefully this helped some.