Agreed -- from what I've experienced you may pick up a few ponies and that's a good thing but won't 'feel' anything dramatic.
From the mods you've listed you have helped the car run as new, and yes a new coil will help the car run well if the old one is not up to the task.
The exhaust will sound good while freeing up some ponies but will be more beneficial if you install headers and comparatively freer flowing exhaust all the way down the line, including larger diameter pipes, free flow cats, x-pipe, resonators, and mufflers/tailpipes.
The hp increase to my mind if you modded the whole system would be somewhere in the 10 to 20 range (IMHO) .... Manny and other experienced folk here would confirm that for you.
Doing just the rear section would help but to a much lesser degree.
You're main benefit for that mod is cooler/louder sound as HLN 455 has said.
Once you free up flow in the back end, then it's time to think of a good intake. -- which you've started (K&N). There are many on the market and all worth a look at and leg-work to see who's works best on your car.
LIkewise with the rest of the intake system: You'll pick up a few ponies here and there with doing a little to improve it, but can pick up a lot more if you consider the whole thing (just like the exhaust side of it).
Once that's looked after and you want more, forced induction and tuning is a good way to improve efficiency and power. -- That mod will allow even more benefit from the intake and exhaust mods that you've already done.
It's not practical, but were one to finish modding to the ultimate then return to stock for a comparison, you'd notice a more dramatic difference in performance than little by little.
Hope I haven't bored you but that's the basics the way I see it, and can lead to some pretty gratifying car ownership and performance.
Happy modding. and please continue to share your experiences with us.
Have you posted pics of your car yet?
C.