Having recently dumped all my fords and buying my colorado, I can totally understand wanting more power. Personally I think like the others said the cold air intake and the hi flow exhaust is probably your best bet. A nice alternative that I have done before was changing the final drive ratios around. You would be amazed at how much going from a 3.08 to a 4.10 gear ratio woke my old F-150 up. Sure it didn't actually add power but the lower ratio kept the motor in the sweet spot of the powerband. Downfall was my mileage went to crap. Another thing is I would avoid any of the flash tuners or power programmers out there cause unless you do some serious engine work you wont notice that much power. Those things are only good for diesels. Superchargers and turbos are real fun too, but they are expensive