I personally would recommend the headers first as they give a huge bang for your buck, cat back really adds next to nothing until you get past 400 whp but a lot of people like the exhaust note. They have a sound clip thread on the g8board with the different exhaust combos, I would think down the road...if you get an exhaust that is loud now when you get headers its going to be deafening lol. Here is how mine sounds with stock mufflers and long tube headers/cam:
As for tune, depends how far you will go. For bolt ons the cortex isnt 'bad' but you will grow out of it once you get headers or anything beyond that. I started out with a vector motorsports tune when I only had a rotofab and it wasnt bad but a custom tune adds more hp, gets better mpgs and you can fine tune your shift points (g8 commands shift based on mph when you go wide open throttle so if you have non-stock sized tires they will effect your trans tune). If you plan on modding buy hptuners now and you can work with a remote tuner, if you dont plan on anything but intake and exhaust the cortex will work or have a local shop flash you.
Volant intake isnt bad, the most popular intakes for the g8 are the rotofab or afe or volant for regular cai style intakes or they have ram air ones. The ram airs are a little more finicky to tune but offer more power, vararam and vcm make nice over the radiator intakes (you'll see people reference otr intakes on the boards a lot).
Theres pro's and con's to all the setups I dont want to write anymore of a novel than I have lol unless you want me to (can pm me if you dont want to side track the thread) but me personally I would buy headers (pace setters on a budget, american race headers if you want to spend a little more), intake (I like afe and rotofab) and hptuners and either find a shop local that can flash you or use the hptuners and hook up with a remote tuner.
Not familiar with cali but theres a group of very knowledgeable g8 owners in the east bay area that might be more familiar with local shops.