Start with the intake, get a K&N air filter setup, get a less restrictive exhaust system, and you can also have the throttle body bored out.
These are just a few mods for the 3.4
can you remove the screen for the MAF to get better performance and mileage ?
I would advise against that since it can shorten the life of an expensive maf sensor greatly. Thus I doubt you will see any noticeable gain from doing so anyway. It may also set bothersome pcm codes as well. Just stick with the tried and true mods and you will be ok.