Seems from what I've heard the Black ICE-olater would probably have no affect being that the IM is already plastic on the LFX motor vs metal on the LLT. Headers are not an option on the LFX and I do know Tracy is or has been working on the TB which I've been hearing is coming soon.
As already said, aftermarket exhaust, and CAI are available and Vararam is doing R&D on a intake for the LFX being that there is a design difference between the two motors. If I were want to get a CAI I would personally wait for the VR but that's me. If its anything like what is available to the LLT, its a killer CAI! I know I spent a lot of money in the early stages having a 'I want or have to have it now' mentality. Had I waited just a little longer in mods in certain areas I feel I could have had the best and not been in a position of trying to sell to get some of my money back on previous mods.
I think if I had a LFX I'd be looking exhaust first, then the TB, if you have a manual shift, a short throw shifter and almost forgot the Trifecta tune. I'd look to BNR Bad News Racing to see if its available for your car. It'll be the best money spent for a performance adder.