Hello,
I'm kind of new at this too and someone correct if I'm wrong.
With a simple air intake filter system you won't get more horse power just better performance. A little more fuel economy, yes. The reason for this is that and air intake system just lets more air get sucked into the engine which in turn means less gas. (Air and gas mixture). If you want more horse power then you can get header for you car. you can get 4-1 which is for street racing or 4-2-1 which is for a little more horsepower and performance. Then you go for a cat back system for the entire package. But from what I understand you can start off with and air intake system which you can put on yourself and once you see the improvement in you car then you can go with headers and an exhaust system (Catback). Air Intake= more air rushed in the engine = better performance. Headers + exhaust = more horsepower.
Not much help but it's a start.