I'd hold off on an exhaust. Only get one if you want a different sound. If you're throwing money at an NA 2.2 or 2.5 to try and make it faster off the line, you bought the wrong car. That doesn't mean there isn't a whole ton of other things you can do to make them funner.
Garrett's pretty much hit the nail on the head. Tires + suspension bits. Snows + rims are fun, and in the summer you can get better tires over whatever all-seasons came with it.
Rear sway bar is stupid easy to change out, front you've gotta do a little bit more work, but they'll make difference. Springs help too, and certain ones can adjust the height if that's what your into.
My 2 cents is tires and call it a day. Once you've got more experience with the car and know what you like and don't like about the handling and ride, along with getting more experience driving in general; then go start tweaking it.
Tighten the nut behind the wheel before you go messing with the other ones on your car.
Most importantly, have fun with the new car, it looks good.