|next on my list if I were you. Just keep your OEM stuff just in case. SZ is top-notch (as would be expected), but are expensive. My Z1 downpipes and test pipes were $400 total and I'm very happy with them. The downpipes make a big difference.
Looking at the rest of your mods on your profile, yea, I'd think intercoolers and piping should follow that. That's the next significant mod I have planned. And last I checked, the Z1 complete package was only about $100 less than the SZ - I'm leaning toward SZ on this one. Probably going to be my Christmas present this year... if I'm lucky :D
FYI, my profile is also up-to-date if you want some background on the route I took with my car (shown chronoligically). She was nearly stock when I got her 2 years ago.
I have a similar goal - not looking for stupid hp numbers, just a nice bump while maintaining a similar-to OEM driving experience.