In the horsepower to dollar wars, boost will win over an N/A build. I would ask yourself the following: what are my eventual goals with the car? (Something I wish I had done prior to getting into the mods) and what's the buget look like.
If you are eventually going to want boost, then a tune, CAI are going to be wasted money now that you could save for the future install. If you eventually go with a Roots or Twin-screw set-up, the intake won't make sense to do now either. As for gains on each set-up, I think StangTV compiled a list of all of the power-adders out there and gains. Will post a link if I find it later.
All that said, if you have a budget of, let's say, $1,500, then you'll be sticking to NA. Then I wouldn't hesitate to do an Intake, CAI, tune combo. Mine is a daily driver and I run the Steeda CAI/tune combo and love it. Pulls strong, better throttle response with little adverse change to gas mileage. If you are going to do the Boss swap, I would go for 3.73 gears too. There's a loss of low-end torque, especially if you are already used to a tuned car. Mine has the 3.31 rear gear and the 3.73 would definitely be helpful to get you to the Boss' operating range faster and get you to your new higher shift point around 7,400rpm or so.
My $0.02.