I would do a CAI first as well, and if money is tight, there are other options out there. I have a beautiful *true dual CAI* on my car and I did not pay anywhere near the $800 or so they usually cost. You will get a good gain from the intake, and even better with a tune.

I believe the canned tune is somewhere around 20HP, but this depends on the car, some of the XFs are just stronger than others. You will notice a difference in the seat of the pants with both mods, for sure, but you are still not going to win any Indy 500 races

Edit: usually mileage increases a bit, but the net effect is worse since you will want to push the pedal down more and more LOL