The exhaust
may fit together, but not 100% positive...looks like they are using stock reference pics on their site, not the actual part. I know when I installed my Pacesetter header, it fell a few inches short of where the stock down pipe would have been, which is why the include the weld on extension. I've never dealt with the Pacesetter back half, so I can't say for sure how close a fit it is. You may get lucky, bit I would be prepared to weld.
The intake is completely bolt on. Remove the whole stock air box up to the throttle body, clamp on the new intake, hook up the vac lines and IAT sensor, done.
As far as gains, it's probably such a small gain without a tune you won't even notice it. Even if you tuned it, you're not going gain much from just an exhaust and intake...not saying they aren't worth while mods, but there isn't much room to grow with just bolts on like that, especially considering our stock injectors are basically maxed out from the factory.
If you want a little gain, and have access to someone who tunes, once you do your exhaust and intake, a popular mod for the n/a eco guys is to pick up an LE5 (2.4L Eco) intake manifold (you'll need a throttle body adapter) and slightly bigger injectors (and of course a wideband AFR gauge). Again, not an earth shattering gain, but it definitely gives a little more go in the low to mid powerband.
Not for sure, but I think that would be a "cat back" exhaust so you would either have to re use stock cat converter section or buy an aftermarket cat and might need some pipe to connect the header and cat back exhaust system..... your mechanic should be able to show you what you need.
2000 Cavalier Z24 5spd - Intake, Dynomax muffler, Hawk Pads, Powerslot rotors, Sportlines/Koni reds, Neon Coil, MSD 8.5 Wires
2005 Mazda 3 GS Auto- Wifes car
2006 Cobalt SS/SC - Intake, 2.5" Exhaust, GMPP Brakes, Solid Mounts, Ported S/C - Sold
1991 GMC Sierra - Lifted on 38.5" Swampers, Too much to list off. For Sale
If you plan on just sticking with bolt on's here's what you need.
simple short ram intake
2.4 eco intake manifold (like evilution suggested)
header
full exhaust, not just cat-back, if your state has no emissions laws remove the cat converter completely if it does then get a high flow cat converter i'd suggest 2.5 piping
mrz crank pulley
if you can do all that and have access to a tune (specifically for the intake manifold) you'll notice a nice increase in hp. your'e not going to be racing corvettes or anything but it's a nice improvement. you should be able to do all that by yourself with basic hand tools in your driveway. just find someone to tune it for you.
to be honest though the best way to get in to bolt on mods is to invest in bracing your suspension. strut bars, front and rear. k-brace, front and rear sway bars, poly mounts for your tranny, and solid engine mounts. you'll enjoy driving the car a lot more that way.
oh and if you have a manual tranny get a short shifter, if you have an auto get a B+M.