I believe elec water pumps are slightly less reliable than the belt drive ones...
Anyway, FLUSH the coolant, then flush it again! that dexcool stuff gums up, i hateed it. Switch to the yellow stuff.
From what I remember on my 04 comp-g, a cat back can sound good on these cars if done right, ask nurkvinny how he likes it . The real hold back for performance is all in the manifolds though, the stock exhaust after the stock manifolds actually flows pretty good. I'd also add the fuel filter to your list of maintenance, easy cheap insurance.
i'd skip the idea of an intercooler and spend the money on some good headers if you want it to run cooler and make more power, but yes they are available and allow you to run a smaller pulley and more boost while keeping intake temps low enough to not knock.