CAI's are, as far as I've heard, useless. A whole shoe of testing with the Carbonio product as well as a few other vendors (several of which just whitelabel the carbonio) hasn't shown much of anything.
Do yourself a favor and if you aren't getting a full kit, make sure to get an decent, well-fitting FMIC. You might also replace your radiator if its got a lot of damage, for maximum cooling.
The APR turbo upgrade is considered, by APR's terminology, to be "Stage 3". The Stage 3 system that Sam had on his car kicked a lot of ass. The power was awesome, and very smooth. It was also very expensive. It costs about 3x the price of a system from ATP. People have also complained about the ATP software, which has changed vendors several times -- I'm not entirely sure where they are even at now.
If you can afford it, and you want the system to just work, I'd get the APR system and have Stefan put it in. If you are doing more of the work yourself and feel good putting it together piecemeal, then you might go with an ATP kit and maybe customize a few of the components yourself.
I'm sure vinny will have some words of wisdom on this too, he's followed that stuff a lot (although mostly for the B6)