Exhaust and header mods:
Mostly reduce flow restrictions in the exhaust, but also increase efficiency throug improved scananging of the cylinders. This reduces heat in the engine, and slightly increases cylinder pressure.
Tuning - definately a good thing. It reduces engine temps and prevents lean conditions and improves detonation resistance.
Intake improvements - additional air into the cylinders. Slight increase in cylinder pressures at higher rpm.
Cold air intake mods - ALWAYS a good thing.
Compared to using a less than optimum oil and filter, or not changing the oil regularly, these mods are going to do very little to reduce engine life.