Performance Upgrade Advice for a new owner.

I'm looking for advice and don't want to make the same mistake twice. My last vehicle was a Jeep with a 4.0. After dumping much money into it (Banks cat back, FIPK and TBI) I found no real difference in the performance. On the other hand when I did that to my F150 I had prior there was a difference. What if any difference will there be on my 2002 Sierra. Basic specs are as follows: 5.3 liter, Auto tranny, Z71 Pkg LSE with 3:73 gears. In your opinion is it worth the mods. Also I just purchased this truck so any advice on anything to watch out for or any mods would be greatly apprieciated.