Welcome Randy Floyd!
It's good to see another VX owner from Scottsdale!
I wouldn't recommend the Jet reprogram. I recall someone had it done and after being without a truck for several days, since you have to send them the whole computer, the modification yeilded no noticeable increase in performance.
I would recommend the Powervault muffler. It actually has documented HP increases. No one has yet to make a header that betters the stock exhaust manifold.
On the intake side, you've got the K&N drop in, or a cone filter replacement by Calmini. I also think Weapon R makes an intake and filter kit. No commercial cold air intakes, as far as I know. Of course there is also the ultimate intake mod, The Alpine supercharger. This is good for an increase of about 45 horsepower, all for only $3K!
Good luck and great choice for a truck! I hope to see you driving around sometime. Of course don't pull up beside me and challenge me... I do have the S/C ;eekr;
Kirk