I agree w/ lamar on the snorkel...basically acts as a cold air intake anyway. I run a Bullydog programmer, and it monitors the intake temp, generally w/ my snorkel the engine is pulling in air about 7 degrees warmer than it is outside, which isn't bad by the time it makes it to the throttle body.
Back to the Bullydog, its a nice tuner...my throttle response is a little better, power is improved, you can reset tire size etc...and it has a display. I've heard people prefer superchips though, but I don't have any experience with one.
Headers and exhaust are over rated IMO, especially for the money you spend. I'm running a viper throttle body, and have been for quite some time..no real improvement that I could notice at least.
I would give up any hopes that you're going to get any on road "performance" out of the 3.8 outside of a supercharger, so spend your money accordingly, most of all stay away from throttle body spacers. Running 35's and really any other big tire is going to kill your performance w/ that engine either way, but it'll still scoot around pretty good with the proper gears and a programmer, mine averages around 14 MPG and is no rocket ship, but it works for me.
07 X..3.5 Rock Krawler mid arm, teraflex steering stabilizer, JKS quick discos, smittibilt rocker guards, poison spyder BFH front and rear, XRC8 winch, 37" pitbull rockers on TWF's, CB, Rock lights, KC Stinger lights, Hella pillar lights, High Lift on hood, Cut flares, 3 amps, polk db front, Kicker type R rears, 1 12" P3, Viper throttle, Yukon 5.13's, Pure jeep truss/gussets, home brew switch panel/corner armor etc etc