The simple answer would be yes and no. The pulleys don't really give you the feel of gaining anything, although the dyno will show a bump in hp with them. The header and CAI will give you a feel that the car is pulling better and faster. The thing with such upgrades is that you won't feel the F&F kind of bump in power, although there will be a bump. Just because you can't feel the gain doesn't mean the car didn't gain any power. A visit to the track or a dyno will prove it though.
A few more things you could do to gain power would be getting JWT S3 or S4 cams, which alone will cost you about $500 new. You could look for used JWT cams in the classified section here or on
http://www.sr20forum.com and maybe save a few bucks.
Good luck.