I don't think that your new air filter and vents will hurt any thing but it will give it more air flow threw the engine. With that you will have to rejet the carb, don't worry rejeting is no big deal and the jets are only $3-5 each. If you are going to get a pipe real soon then wait and rejet then. If a pipe is a way off then I would get it rejetted right away. You will run it lean on the air to fuel ratio which you run the risk of burning up your engine!
As far a pipe, they all are pretty good. I have a FMF and they have awsome tech support. So if you get one of their pipes give them a call and they will tell you what to jet it at (or at least real close). Get yourself a service manual, it is worth it weight in gold. It will show you how to get to the jets on the bottom of the carb.
2002 KTM 400 EXC, this bike is awsome!
Quads I use to own:
FDO 463ex, Gas Gas 300, Gas Gas 450, Rancher, Yamaha Warrior, ATC Big Red.
If you can't afford to fix it or replace it, don't ask to ride it!