There's actually a relatively "normal" order to do those in on C5 Corvette's. Most start with the intake, move on to a catback, then headers, then heads and cam upgrades. The biggest power boost and change comes from the cam, but you need the others to get the most out of it.
What.....no K&N air filter?????
Well, you'd probably have to do a custom exhaust just to make it fit in a car that it wasn't designed for. None of the exhaust hangers or bends in any stock LS1 exhaust would work with any other car other than the one it was designed for. And if you're going to do cams, intake, or other engine mods you might as well do it before you put the engine in the car...it's much easier to work on that way.
Yea easy stuff is the intake manifold (GM updated it on the Corvette in 01) and exhaust. Ignation system is good to go from the factory.
After that then you need to look at heads and updated cam to your running spec.
The LS1 was built very well. Not much GM could do extra with it outside of adding more displacment. LS2 = 6L and LS3 = 6.2L
Let's say you dropped a plain jane LS1 into your project car. What would you do first? Headers, catback, cams, intake/airbox?