Hi, it all depends on what sort of money you want to throw at it....
A good induction kit should be around £100. Try something like a K&N viper or something similar. They look pretty nice under the bonnet to. Or any of the mushroom filters will release a few horses. Be aware though, despite what the adverts say, induction kits and any air filters will only get you around 5-10hp on standard engine.
Im sure you know if your driving an evo, the exhaust will be loud what ever you put on there... A good Cat-Back system will get you a couple more bhp. Though if you want to go all out, get a full system. Down pipe, de-cat, and cat back. A 3" system will give you a noticeable increase in power. The de-cat is the thing that will make a difference, it is effectivly remving a filter from the exhaust. Though remember to keep it, as you'll need to put it back every year for the MOT.
You can get everything above from Ebay for less than £500 all in. Just remember, without changing boost, engine managment etc. Your hp gains wont to that much, but exhausts induction kits are a good start.
Good luck, Steve