on this car, the CAI is worth about 1-2hp and the evo2 exhaust is worth about 5-6hp. The only way to get more hp is to go with the skunk2 or ajp 3" and that is probly worth 5-6hp more than the evo2. Those are both rather loud, the evo2 sounds awesome a little bit louder than stock but not to much the thing I really like about the sound is the deep exhaust tone it has sounds so cool.
To make hp in this car the NA route, there are no big gains to be had, just the some total of a lot of small gains. possibly up to 35hp total is the best NA I have see at this point and thats with everything plus the kitchen sink done to it.
You definitely did not waste your money. I bought mine over a year and a half ago. It has 22,000 miles on it and has survived the stock header and cat combo and now an SSR, the thing is great and sounds like 100% pure sexiness. No raspy Ebay exhaust noise. I love it.