I am a previous multiple E36 owner, welcome aboard.

There is not a tremendous amount of power to be had from the NA, but gains can be made. First is the CAI, or DCAI, as stated, the dual is a little overkill, but looks awesome and is what many of us have, myself included. Next, the exhaust will not net you any performance increase, just a better sounds, so that is up to you. The TB will get you some power, but after recently doing one myself, I would not make it a priority. A tune is key, eurocharged does them and they have sales from time to time, they can remotely do it through your laptop with the correct cables. They can also modify the tune, for free, when you add on other mods.

If you have not bought, are not NEEDING a stick, and can spend a little more, look at the SRT as it will have amazing performance (349 hp) and can be had for a few thousand over a limited, but all are automatic.

For the NA, there is a turbo in the works, also someone working on a rotrex SC, and several who have done NA V8 swaps and some who have made insane power with an E55 or SL55 SCed V8 swap. Options out there, and plenty to read, the search feature will be a great asset...

Good luck...