Great ride!!! and I'm not just saying that LOL
I have done a ton of research, yes. First, how much power do you want to make? I agree with Riley that if you're into serious power, Manny is the resident expert however you can gain a LOT with just bolt ons...
1. Long tube headers... some (LG) offer as much as 30 RWHP... see their website for proof.
2. Stick with the stock cat back. Once you add the headers and hi-flow cats, it'll get louder anyhow and a louder cat back will more than likely give you some degree of cabin drone... just my $0.02 Also, the titanium is probably lighter than any stainless system you put on it so if it was me, you'll get better drag times out of the lighter system than by adding a cat back that'll only give you 5 RWHP
3. Cold aire intake
After that it's all about $$$
I stepped up my drive train before making any serious mods and would guess that you should do the same if you can. A new high performance clutch with higher clamping force can make a big big difference (especially if the old one has higher miles!!) and if I'm not mistaken, the '02 may have also suffered from easily damaged aluminum shift forks in the tranny.
For myself, I researched superchargers, turbo's, cams, heads etc and concluded on a simple set of long tubes and a cam for myself. If I want a lot more than that, I'll just get into a c6 z06 and step it up from there but I happen to really like the C5 for myself at the moment. Manny helped out a lot and if I had to choose between a blower or a turbo system I would agree that the supercharger is prob the better option.
The numbers are almost limitless so the first thing you have to do is figure out how far you want to go. Reliability and driveablility may be impacted depending on how far you want to take it.
If there's anything else I can help you out with just drop me a line!!