so, guys. what can i do to get some mild performance gains, without breaking the bank, and without taking apart the engine and messing with pistons?

so far all i've done is delete the egr, and install a K&N air filter. how about an aftermarket air intake? perhaps going with the half-sized oil cooler (for models without A/C, presumably), and using the area above the small cooler for a cold air intake? course this will reduce the oil cooling capacity. or maybe re-route the stock oil cooler (or a larger one) to underneath and behind the bumper?

my only other thoughts are light weight CLK wheels, which will only save me a pound or two per corner, which is not bad for a start.

i'm willing to entertain any suggestions or links to what others have done (on a budget)