if you wanted to keep it NA, a corksport exhaust with a Ebay header and a decent cold air would get you a little response for sure. not a big hp gain but would be noticable. you could spend a TON of money trying to build the motor for NA but then you would just be better to do the FSZE swap.. less money than a built na FSDE for sure, just tough to get all the parts together.
turbo is the best hp/dollar spent and it doesnt even have to be a msp setup, i just recommend it as its 100% bolt on to a p5 if you can source it with the oil supply and cooling bits, and an msp ecu.
you could go custom, but there are only a few kits out there and expect to spend like $4000+ on those. then wiring it yourself.
and msp setup will effectively double the engines performance under most conditions for $1000 on average.
after that, make it turn better. Good street tires, lightweight rims? struts/springs or coilovers, upgraded anti rollbars. though the suspension on a p5 is pretty good already, most stop at struts/springs.
I rode in marks car when it was at like 300hp? pretty rediculous, but it isnt a civil street car at all. You will have to plan out your goals, and read about other people who have done it.