1. If you want the low end power, go with an SRI such as RRM or Fujita. If you want mid-upper range power, go with a CAI such as Injen. A good quality intake such as these will run you about $250.
2. If you want loud and somewhat obnoxious, I'd go with the HKS Ti-C. If you wanna go somewhat quieter and sound less ricier, go with the Magnaflow or Greddy Spectrum Elite exhaust. I've seen them run for about $300.
3. I would personally get something with a *slight* silver metallic layer on it. Just enough to notice, but not so much as to being a sore-eye. If you can do it yourself, it's gonna cost you about $30-$40. I've done it to my cars, and the pre-cut ones on eBay are surprisingly good. But if you go to a shop, depending on their prices it will run you about $120 for tints and installation. And that's usually with a warranty of some sort.
4. Not really familiar with LED's.
5. I have heard that you can use the stock EVO/Ralliart HID, which is basically plug-n-play. (But correct me if I'm wrong). It's about... $200?
6. I'd stick to 18". The ES Sport that's coming to me has stock 16" 5 spoke rims. I hate the look of it, and I am selling those to throw on some 17" or 18", depending on the price. New rims and tires would cost you close to a grand, so start saving up
Hope this helps