Noticable power increase. Hmm...let's see, as I've done each mod in stages - exhaust, Volant, and then Jet stage 2. So I'll give my .02.
Exhaust and intake will make the car sound great - like it actually has a hemi. Throttle response will be increased slightly. These are "sound mods" IMO, and if they add more than 10rwhp, I'd be surprised. Love the sound, so I recommend these if that's what your looking for (personally, I want my ride to sound as good as it looks, so these are important to me).
*on edit, I'd buy the Mopar intake if I did it again.
Jet chip - car idles a little smoother, but no power gains noticed, it does maybe hold gear changes to a slightly higher rpm, but not noticable enough to put it on my "must buy" list. Save your $$
Headers - Next on the list and from my research are showing good gains. I would go Dynamaxx Long tubes, rather than shorties that keep the stock cats.
Gears - they don't make any... yet...let's hope to see some soon.
Programmer's - not yet but maybe after SEMA? If a good one comes out, get one asap, especially if they program in transmission/torque control functions.
Now for my real advice:

Run down to the local dealer asap and trade in the C for an SRT8.
It will shut the guy in the G35 up in a hurry.