There are very few chips for 05 S', mostly costing you around $100-200. However, in my experience, none of these chips have actually given me significant (or any) HP or Tq. And don't get me started and stackable chips claiming 20hp increase for only $30... If you're going to spend that sort of money on a chip, it's better to just drop it on a professional tune instead. That way you get your performance boost plus a dyno test.
As for the CAI (I have INJEN as well) it has given me only a slight performance boost. The stock airflow is already pretty good; the INJEN is mostly for the throttle sound.
This won't increase HP, but having a good set of tires (specific for the season/weather) will significantly increase the performance of the car: off the line and in cornering. I have had great success with TOYO tires (even their all-season).
Changing to synthetic oil and installing high-end spark plugs will both increase the performance and life-span of your S.