Wow, that is a loaded question there Justin. Is there anything specifically that you would like to know more about or just everything that there is for the car?
There are several different intake mods right now which seem to range between $250-$450. Most claim to produce 5-7hp gain, which when factoring drivetrain loss, doesn't equal much. The biggest thing that these mods will do in my opinion is produce a little bit louder sound above 3500 rpm.
Of course exhaust, which again will yield some gain, but nothing too substantial. And the price usually ranges from $750-$1200 from what I have seen.
Headers will produce a nice gain, much more so with a new exhaust than just by themselves. Again prices range similar to exhaust.
An ECU upgrade is a nice mod in my opinion. It will produce some nice performace gains all around. Check out the Technosquare site for more info on their ECU upgrade for the G coupe.
http://www.technosquareinc.com/g35.htm
You can go with a supercharger or turbo kit, but those will cost at the very least $7000.