There isn't really much you can do that'll make a big difference, unfortunately.
I've got an intake, an exhaust, and 5.14 gears... it makes a difference - but not a huge one.
I hear people get pretty impressive gains out of aggressive cams - like 20-40hp - but that's just third-hand data.
The best way to get a significant and very noticeable horsepower jump with an Xterra is to trade in your gen 1 on a gen 2. That gets you like 100hp to the wheels extra