Nice car, and welcome to Team-Integra! Are the headlights made of blue tinted plastic or has a film been applied? They look to be in pretty good shape, so take a close look before you purchase replacements. Standard performance bolt-ons are cold air intake, headers, and exhaust, not necessarily in that order.
Be sure to check out the articles which can be found under the "Tools" heading, above, for lots of good information covering all aspects of your car.