We are talking Evo here right, not just a Lancer?
Cause you seem unsure
believe it or not, the evo X is put together very well, all the parts are quite complimentary to each other, so unless you're willing to do some supporting mods, touch nothing that isn't exhaust, pre-MAF air-flow or cooling, otherwise you'll be throwing off the balance of the factory tune.
You can never go wrong with a bit of exhaust modifications, my suggestion is a cut-out, the faster the air can evacuate exhaust on a turbocharged car the better
Us turbo peoples hate back-pressure, and being that open-down or any exhaust that leaves directly at the front-bumper, is not only illegal, but actually totally obnoxious.
But a cut-out preserves its day-to-day use, but makes a fairly significant difference in performance.
If you want to make the best of the car, best people to answer any questions are AMS
(Link to site). You won't find people who know the car better than them, they're gods to us Mitsu folk. Dun be afraid to call them either, I found myself calling them a few times when we were building my brother's evo.
Also, Tubular headers are s**t, they just look good, which in the case of the 4B11T you cant really see, because it's on the back
If you can even find one I'll be impressed, I can't think of anyone who makes one
A great option for you is
This AMS Staged Upgrade, it isn't anything spectacular, but it is 100hp over stock as well as something that will make your car run a lot healthier.
and seeing that you didn't know how many valves in the motor (16 btw), you likely aren't in a position to try and get technical and do a custom build, so this linear staged package is fine for you, and you get 100 horse out of it
If it isn't an evo though, it's a nice daily, but it'll never be anything more
and isn't turbo (Ralliart excluded)