Welcome to Nico! You'll find anything you need to know in these forums. Be sure and get familiar with the search function; it works fairly well.
Well, to answer your questions...I too am a "Tim the toolman"
1. Intake-upgrade from the air filter back. I love my JWT popCharger! In combination with the Z-tube, its a perfect upgrade.2. Plenum upgrades. The spacer and other goodies are the next recommended upgrade. Check out motordyne engineering for a good explanation.
http://www.motordyneengineering.com/G35.asp3. Exhaust. A nice cat back will enhance the car. I personally recomend stillen or Nismo.
Those will set you back a few grand...after that there's boost applications and internal mods...lots of coin!
Have fun! Be sure to post some pics up in the user rides section.