Most people with a 2.0 just go for the intake/exhaust/tune
A tune alone is the best boost in power you can get.
For an exhaust, the catback section will make a small difference- the midpipe has to be replaced (huge crimp) and the muffler should be replaced with a high flow or straight pipe. The downpipe on this car is very good and unless you are upgrading to 3" doesn't have to be replaced. For a BK1 2.0 you can go 3" but the OEM size should be adequate for a basic tune (if you are going big then do a 3" exhaust- but you'll have to do a turboback exhaust...) Deleting the cats makes a big difference for the tune, but presents other problems.
I actually have a BK2 2.0 and when I dropped the muffler, it made a difference if for no other reason than because it is pretty heavy. I tried running with no muffler and a
stinger in its place for a while, but then I went full catback. When I did the catback I noticed a difference in the car too. The turbo spooled up better after I went catback (more psi). The midpipe sucks and I think most of the difference came from replacing that (the midpipe is part of the catback exhaust). Deleting the secondary cat didn't do as much as I thought it would, but it has to go if you want to go big. The downpipe had to be replaced since I was going 3" turboback but it made absolutely no difference- I could not even tell I had replaced it. Deleting the primary cat (that's part of the O2 housing) made a huge difference but with a BK1 you have to be careful, read up on probs with this at Genesis Coupe.com
O2 housing (primary cat)-downpipe-secondary cat-midpipe-axleback (muffler)
Axleback is the muffler
Catback is from the secondary cat back
turboback is the entire exhaust- o2 housing and all
One thing you can do that's free is to lose weight in the car. Shed every last ounce of weight in the car you can. Of course with this, you increase N/V/H so there's a trade off. If you get an exhaust, you can get a lighter setup, an SRI weighs less than the OEM air box and there are a lot of little ways to reduce weight as well as [carbon fiber] expensive ones. There's a thread at Genesis Coupe.com all about shedding weight in a gen