[Shiwnath]

1.) Cold Air Intake - Ebay 3 piece set with K&N filter OR make your own intake... Intake piping is pretty much the same no matter where you go.

2.) Headers - As of now the only header options are Pacesetter or Milzy. Milzy's is a better design, but costs around $1000 while pacesetter can be bought at less than half the price and is a lower quality design and I belive they rust quicker.
Edit: WOT-TECH has their own headers too but they are currently not taking any new orders until they catch up on the orders from many months ago.

Exhaust - The only drop in exhaust systems available are Borla or Pacesetter and again pacesetter is a more suspectable to rust. Most people prefer a 2.5" exhaust on the Alero and the Borla is only 2.25", but is stainless steel and sounds awesome. Borla also costs more. Any competant performance exhaust shop can custom make you an exhaust system as well.