Start with a cat-back exhaust. I prefer Magnaflow, but there are many options. Just get one with a good flowing muffler. An air-intake may be another inexpensive bolt-on, but will not yield much gain. The best gain is in the computer tuning. Unless you want to learn to tune yourself with Hptuners or similar software, check out the sponsors on the right for custom mail order tunes, or dyno/street tunes.

 

From what I've seen, the best thing you can do for a 99-00 is to dump the PCM and get a tuned 02 PCM, definitely helped my truck. Do a search on 99-02 PCM swap and you'll find a ton of threads and info about it.