just got an rsx type-s

I just recently bought a '02 RSX type-s and want to get a few more horsepower out of it. Will switching to a K & N air filter, getting performance plugs and wires do anything or am I wasting my time and money?

Its not worth it in my opinion. A cold air intake would give you the best gains fo the dollar, then a header, and ECU reflash/replacement. The only disadvantage of the intake is the fact that if the filter (located behind those waffle like grills on the bumper) gets submerged in water, the engine could sieze. That is very rare however.

I've seen cold air kits ranging in price from 199.00 up to 300.00 to 400.00 dollars.Is there a difference in brands and how hard is it to install a cold air kit?

Well typically its best to stick with a brand like AEM, DC Sports, or Injen. The Injen is the easiest to install but they're all a bit hard to install (searching http://forums.ClubRSX.com would be the best suggestion here, becasue many people have done it there and searching would yield more info that I could type). With the ones for like 100 dollars, they're not mainstream so i'm not sure how much I would trust them. For all I know it could be just as good, but I'm not 100% sure.