I take it you meant that "dodge neons kick ass" --- because you can trade them in for Nissan S-chassis cars, right? <img src="http://www.zilvia.net/f/iB_html/non-cgi/emoticons/wink.gif" border="0" valign="absmiddle" alt='
'> Welcome to the elite (...not really) Nissan 240sx owners circle!
I'm not familiar with any of the intake systems for our cars, but have heard many good things about the Injen intake, and not so much of the AEM -- that's probably just because there're more people running injens than AEMs.
As for exhausts, I think 4 out fo 5 people with exhausts on this board have the Apex'i N1... I've heard nothing but good things! Piping should be no larger than 2.5" in diameter for the N1, although I think you can get 80mm (>3") piping upon request (for turbocharged engines.)
Hope that helped, and enjoy the S14 life!