STL3gTL

I'm in Saint Louis, MO and just bought an '07 TL Base with 38,000 on it. I'm wanting to mod it a bit but am new enough to this I feel like I'd be pretty stupid to hop in with two feet not knowing what I'm doing. Are air filters worth entertaining? Are there specific exhaust systems that work better for TLs? I've hear the GReddy brand thrown around a bit, but not familiar with it. What all is involved in tuning? Are there any shops in the midwest that you guys would recommend?

I know I'm all over the place but I really feel like my knowledge is lacking. Figured what better place to come than here!

Thanks in advance for any advice you guys can give