Intake and exhaust first. Then headers.
The first thing you can do is go over basic matinence. Oil change(pref. synthetic), spark plugs(NGK), clean AIV, clean the MAFS, change the air filter(you could use a K&N drop-in), and run some Sea Foam. Go to
www.240sx.org They have a pretty good list of things to do.
I believe if you start working on the 240 and looking into what can be done with any engine in the 240, you'll start to like it a little more. Believe me, its not a shit-on import. Good luck.
BTW, car chicks are the best!