Affordable Horsepower...

Alright guys. I'm a newbie. I've owned my 1995 BMW 325is for about 3 months now. I'm scavenging for affordable horsepower modifications. So far I elminated the stock airbox and installed a stainless steel cone filter. Underhood sound got incredibly louder and seems to pull harder. I bolted the filter element right onto the MAF. I also removed the plastic screens on both ends of the MAF sensor. Throttle response is great and torque is very nice. I want to get into the low 14s before I go for show quality. I already have 17" Nipper wheels wrapped in 225/45/ZR17 Bridgestone Potenza tires. I'm looking into exhausts but I don't want to spend a lot. I just want a nice looking free flowing catback system that's not too pricey or maybe just a muffler and get the piping custom made. Also does removing the cats off my BMW yield negative or positive results? I need top end power. I take ANY CAR off the line including Corvettes. But as soon as I hit 3rd gear, I get killed. What's the best way to get that 3rd gear to pull harder? Also, is changing the plugs on the 325is difficult? I am yet to remove the BMW cover on the valve cover. Fill me in guys. I've got a lot of experience with building up imports, just not BMWs.

Ty