Living in colorado, my car sometimes struggles at high elevation on hills... especially when loaded down with friends and gear. I did some reading about how I could improve performance, and came across performance air filters.
Performance Airfilters are pretty cheap (compared to many car upgrades), but can increase horsepower and acceleration by up to 11%. They're easy to install (I installed mine myself, and I'm no mechanic), and result in an immediately noticeable difference. While you won't notice any immediate increase in gas milage, they help keep your engine cleaner, resulting in better gas efficiency and lower emissions over time.
In addition, many performance air filters are washable, and designed to last well past the life of your car (unlike the disposable ones that are normally offered to you when you get your oil changed). To buy online: visit K&N (from many automotive forms, they're hailed as the best) and search for one to match your vehicle make and model. Then, head over to google products and search for the model number to find the best deal.
After buying mine online, I've noticed many oil change places, mechanics, and dealers have performance air filters in stock and will install them for you. Just request it next time you need a new filter.
Like I said, I'm no mechanic, so if any reader has any performance boosting tips: please share them!