I wrote a guide not too long ago about tuning. Sadly, half of the post got cut off. You can either search for it or head over to my site where I've re-uploaded it.
Go internal first, in this order:
1.) Weight Reduction. The easiest and BY FAR the cheapest thing you could do to your ride is weight reduction. (Not recommended for long distance/daily used cars)[B]
Gains: +Handling +Style (Rims) +Acceleration -Weight -Comfort /B[B]
Step 1/B: Remove rear seats, spare tire and jack, radio/stereo.
Step 2: Purchase light weight rims. A perfect balance of rubber and rim are extremely important, too much tire and they wont heat as fast, too less and they'll heat to quick causing a less comforting ride and extra wear. For most vehicles, the best sizes are between 16" and 17". (SEE SECTION 12 FOR RIM & COLOR ADVICE)
Extra options:
Adv. Step .5: Remove Dashboard and interior door panels
Adv. Step 1: Replace front seats with light weight racing seats.
Adv. Step 2: Replace hood/bonnet, doors, and boot/trunk lids with carbon fiber
Adv. Step 3: Replace rear glass with light weight plastic inserts.
Adv. Step 4: Replace tires with wider, grippy-er treads. DO NOT USE CHEAP SPACERS, THEY WILL FLY OFF!! (I say this from experience)
2.) Suspension. The suspension is the prime link between the car and the wheels, and you definitley don't want your car bouncing around at high speeds with the current state of our roads. [B]
Gains: ++Handling -Weight +Comfort +Style/B
Step 1: Replace/add sway bars. By adding sway bars, you reduce body roll of your vehicle thus keeping your wheels firmly planted through fast corners.
Step 2: Change your springs from stock to either sport shock/spring kit or "Progressive Rate lowering springs" which lower your center of gravity in turn adding style and handling without compromising the ride quality.
3.) Brakes. If you can't stop, there is no need for power. YOU NEED BRAKES BEFORE YOU UPGRADE YOUR ENGINE, ITS TRUE! Brake later and accelerate sooner. Its a racing proven formula.[B]
Gains: +Handling +Weight/-Weigh/B
Step 1: If you still have stone-age drum brakes, I highly recommend upgrading to disks. If you do have disks, make sure your system is up-to-par with the speeds you will be going.
4.) Transmission. Puts the engine's power to good use. This step is primarily to ensure all of your horses will be put to use.[B]
Gains: +Acceleration -Weight/B[B]
Step 1 Replace your clutch with a light weight performance option and replace flywheel with something more light weight.
Step 2: Poly Transmission and Engine mounts reduce drive-train flex exaggerated by rubber mounts. They also eliminate "chattering", missed shifts, and broken parts caused by drive-train flex.
Step 3: Replace clutch cable with more responsive pedal feel.
Step 4: Short shifters feel a lot better and give you a better feel. Mazda pulled this off beautifully with the MX-5 Miata. You can remove your knob and cut about 1.5" off the stick which will give you a better feel.
Step 5: Update transmission fluid to a more expensive brand. You WILL feel a difference.
5.) Engine Mods (FINALLY!). You can't just be all show, you're going to need some "go". At times, an engine swap is the only real hp booster. Start off with a general engine check up.[B]Then get all your fluids changed. If you have access to a dyno, go for it. Alternatively, you can download a dyno app for your iPhone/iPod Touch. Just search "Dyno". This way you can monitor your progress.
Gains: ++Acceleration +Top Speed +Weight +Style
Step 1/B: Improve stock intake by replacing filters with OEM replacements from K&E.
OR
Change your set-up to a Cold-air intake. I highly recommend K&N system with a K&N air bypass valve. This valve prevents hydro-lock if your system becomes submerged in water. This step will add up to 15hp[B]
Step 2/B: A better exhaust will flow better and produce a better noise. The cheapest option is to buy a hi-flow exaust muffler and and wielding on pipes to fit your ride. Or, you could opt for a full cat-back system and thermal stainless steels are a good option. Cat-backs often give ~6hp gain, which is little for the amount you're paying.[B]
Step 3/B: Update headers to polished/port matched/knife edged[B]
Step 4/B: Plugs can be switched at anytime so this step can go anywhere
That's about 20+ hp[B]
Adv. Step 1 with EXTREME caution. This step may add as little as 20 to as much as 100+hp. AN ENGINE SWAP MAY BE MORE SUITABLE ON OLDER VEHICLES.
6.) Downforce. This applies to cars that will be traveling in excess of 60mph or 96/97kmh. For FWD cars i recommend a front lip spoiler. They reduce airflow under the vehicle and re-route it to the intercooler and radiator. Front lips push the drive wheels into the ground for more grip and handling. For RWD cars, small spoilers do the trick without giving you a ricer status. Spoilers do add weight, so be cautioned when adding a very large one. FWD cars should only resort to rear spoilers if you are traveling in excess of 80mph/120kmh or the back "slides" or "kicks out" during high speed turns.[B]
Gains: ++Handling +Style +Weight -Acceleration (due to drag)/B
A word of IMPORTANT ADVICE!
Before buying new parts from suppliers, save a buck and check the market. For example, a 95 Civic can use brakes and updated parts from newer models, just as a 1999 Mazda 626 can use certain parts from the new Mazda 6. Look around the market before ordering online! Same goes for rims and other exterior parts, such as Mazda MX5/Miata rims could count as a light weight alternative to your steel wheels.