It may have to do with the type of chip you add to the car. When I had an AutoThority chip installed with a TTP intake, it was quite noticable. It sounded better, I was dynoing around 197hp, but more importantly, the car was much more responsive, which could be seen because the torque curve with the tune was much flatter.
My experience with exhaust mods has not shown to be as cost effective. Going to headers and high-flow cats increased the sound nicely, but only added a little over 5 hp on the dyno. I would do the chip and intake again in a minute, but would not go down the header/cat path again as just was not cost very effective. Live and learn....
Ed