The best way is to supercharge. The other way is to make small gains by buying many little bolt ons that will net you about a 5th of the horsepower at about half the price of supercharging.
Hell, half the people on this site could have supercharged their cars for the price they spent on wheels and tires alone.
I know an ESS kit may seem expensive but, their base kit will run you around $10K after install. My Akra exhaust was about $5K (including Delete-R). I may have picked up 12-15 HP with the Akra.
IMO, if horsepower is what you are after, I would save up for a blower instead of nickel and dimeing your way to nearly the same cost with bolt on mods.
2011 Le Mans Blue M3// Black extended Novillo w/ Blue Grey Aluminum trim/DCT/ZTP/ZCW/ZPP/ZCP Premium Sound ///Akrapovic Evolution Exhaust
2015 Audi S4 Prestige, Brilliant Black S-tronic
2012 Le Mans Blue 135i M Pkg DCT
Last edited by Rshane; 01-01-2013 at 04:16 AM.