Speedster,
Welcome to XOC, just to let you know, as you'll be flogged by numerous things, its a good idea to do a search on here, it'll answer alot of your questions about stuff like this. I happened to post a thing about this very subject (as far as the filter goes). Check out this thread for that. As far as exhaust check out truckperformance.com or do a search for exhaust systems or just exhaust and you'll have plenty of hits on this. But here's a the link for the best filter prices. Once again, welcome!
http://www.xterraownersclub.com/cgi-local/ultimatebb.cgi?ubb=get_topic;f=70;t=000102#000000
If you need some help with the search function, just click on the word "search" in the upper right and key in the keywords you want to search, you may have to try several different words, but I guantee you'll find lots of info!
take care,
Mike