Absolutely no point in changing the header. Get an off road pipe (cat delete), SCT2 tuner, and a short ram intake. The factory intake is actually pretty good but the svt has a completely ****ty lower end RPM so the OEM intake will help there, if you want to feel a little more top end put on an intake. My brothers SVT has those mods and doesn't have a problem running with the supercharged cobalts and ions. Don't expect a beast out of this car, it's not going to happen unless you get good forced induction. What you do have is a very very fun daily driver that's a blast for auto x and the ocassional track day. Enjoy it for what it's worth.
If you really want to make the car more fun don't mess with the motor much and start playing with the suspension. A car that can go fast in the corners is much more fun than one that goes fast in a straight line.