i wouldn't waste my money on the big brake kit. your stock discs should do fine. unless you're planning on racing (i mean seriously racing, not this stupid street stuff), you don't need the stopping power. then again, that's my opinion...
i got a rather "generic" intake and it doesn't do jack for me except make my car a bit louder. i've also heard similar experiences from other people who have more expensive intakes on their cars. you won't hurt the engine because the difference is minimal. even if you get a header and a cat-back exhaust, you'll be hard-pressed to notice any difference (aside from the extra noise)...or so i've heard around the boards. personally, i haven't dropped the extra $1k to get the header and cat-back, so i couldn't tell you for sure.
a projector light system is a replacement for your entire headlight unit. if you look at your headlights, you'll notice that there is just a bulb in there and an arrangement of reflectors to focus the light. a projector system uses a lens to focus the light more precisely and efficiently. check out projector fog lights and driving lights to see what i mean. this is different from a hid system.
a hid system is the replacement for the actual light bulbs. it involves replacing your bulbs with hid bulbs, a bunch or wiring and a couple ballasts. a hid bulb is different because it doesn't have a filament like a regular light bulb, instead it creates light by creating an arc of electricity between two electrodes. kinda like what happens when you connect your + and - terminals on your battery with a screwdriver (hasn't everyone done this once?) only in a more controlled manner
$450 is about right for hid conversion kits...it's actually a bit low. the philips conversion kit goes for $750 msrp, but i've seen it as cheap as $450 on the net... keep in mind that the $450 is just for either the low or the high beams, not both. the advantage of hid bulbs is that they are more efficient (they use less power to create more light) and the bulbs last longer (no filament to break).
good luck and post some pics when you get some pieces done!