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Now that we've changed complete exhaust and intake system and we still don't have enough power, now it's engine's inside turn.
Increasing compression - change pistons with high-compression ones or replace oem head gasket with a thiner one.
Cams - OEM cams don't have the optimum aggression. They are classified by stages of aggression: stage 1, stage 2... Be sure you choose the right ones for your goals. Some of them are better for mid-end range, some of them give more power, some more torque...
ECU optimization- it's necessary for tuned cars. Cam timing, ignition, how much fuel goes to the engine, if there's too less fuel going in, power of car won't be optimized and you can hurt your engine for that. If power is too big for OEM injectors and fuel pump, replacing them with bigger ones is a must. ECU tuning should only be done by professional tuner on a dyno. If you don't know how to do it, don't try to do it yourself, you can make more damage than good stuff.
Valves + valve springs: Put in some sport aftermarket valves and springs, especially when you increase redline of rpms on ECU tuning. OEM valve springs probably won't last long when rpm redline is changed to 1000revs higher than stock and a big damage can be done to an engine.
Engine head - Port polish a cylinder head increases compression, it optimizes power and turns production engine into a racing one.
That's about it for NA tuning, don't forget to optimize transmission: lighter sport flywheel, stronger clutch and LSD in your gearbox for optimized performance.
Don't forget: This are just some basics to imagine how things go in tuning, don't tune if you aren't sure how things work and what will your modification exactly does to your car;)