SECCS stickers are good for 5 HP a piece!
Seriously, on NA, all you can do without affecting reliability much is intake and exhaust. In a way, that is true for turbos as well. All the boost bumping etc. is not great for reliability.
A decent filter may be worth a couple HP. A cat back a couple more, and manifold back and a high flow cat a couple more. I'm not even sure a CAI will buy you much over the above.
After that, you get into higher compression by thinner gaskets shaving heads or new rods/pistons, porting or replacing intake and exhaust manifolds etc.
Chiping NAs is seldom worht more than a couple HP, and may afect engine life depending on how far they push the knock envelope.