Depends on how much money you want to spend. But I would not go with Stillen headers as I have seen pics of some crappy headers that people got from Stillen. Headers off of ebay are even better quality, but if I were to get headers, I would get the AMZ headers: https://www.amzperformance.com...0c6dd&
As for exhaust, you can go with about any name-brand company like HKS, Stillen, or Borla. There are many exhaust to choose from for the Z. Or if you have about $1200 to spend on exhaust, I personally believe that the Specialty Z exhaust is the best exhaust out there for the Z.
http://specialtyz.com/catbacks.htm
As far as ECU and intake, JWT is the best ECU on the market. Our NICO sponsor,
http://www.splparts.com has the best price for the JWT Popcharger.
But personally, I wouldn't really worry about power upgrades on an N/A. I would focus mainly on suspension with the N/A, as I am doing.