For the rotors and pads you can get from one of TGC vendors, R1Concepts, PM them for a discount code, They have blank rotors or you can get the drilled and slotted ones. Plenty of brake pads too. I have their rotors and some Hawk HPS pads from them and loving them so far.
Calipers, you can upgrade to to Brembos from the EVO but I just kept my stock calipers and they work fine. Really depends on your needs/wants. Don't know much about the caliper options, someone else can chime in.
CAI or SRI, depends on your weather, if it rains alot like here in FLA I would just get a SRI, I have had a AEM SRI for 8 years now and no problems. I think the SRI is cheaper too.
Headlights you can get JDM ( a few different variances), or black projectors from ebay, or retrofit your stock ones to HID (theres a nice tutorial on it)
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