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I've heard a good cat back exhaust (the factory pipe between the cat and muffler is a whole 2" diameter) and a better flowing air filter make a nice difference.
Beyond that I don't know, I'm new to these trucks myself.
I have a 94 SC 2wd man trans. Installed a free flow air kit and a 2 inch Y back exhaust with free flow magna flow muffler and new cat. Truck sounds better and is a little more responsive. The air flter was from a AM site cant remember name but was for a 97. The shop for the exhaust was an independent and he made the new Y connector and made the system as straight and bend free as he could. No it was not a fancy system made with a standard bender. Currently has 320000 on it and runs great, passes annual emissions no problems. As far as I know there are not any real AM performance kits available. Just keep tuned makes a big difference.
I had hi flo cats installed. We have emissions testing here. But it is a free flow muffler and the minimized bends that are what required. He used a standard bender but did not over bend to cause the creases and kept everything as straight as possible.