first off what motor do you have? if you have a d15 one thing that you can do is a mini-me. your not going to get ALOT of power, but it will be enough to make a noticeable difference. it is going to be more than your avergae bolt ons, but it's something you could do yourself and piece together over time.
and a mini-me is taking a d16 head and putting it on your d15 block. there's a little more to it than that but it's not like doing anything major like upgrading internals.
Here's a link for the mini-me that was given to me when I was asking the same questions as you. This was of course before I realized if I just saved a little bit more and waited for a good deal to come around that a swap is just the most logical HP gainer.
anyways, here you go man
http://www.d-series.org/forums/archive/index.php/t-802.html
but if you really just saved for a while, you could easily find a good swap for around 1500(give or take a few hundred depending on where you live and inflation)
or you can do a bunch of research and piece together a turbo. or buy a cheap turbo kit online and pay a shop some money to rebuild your car. swap is still probably the better route to take though.
Hope this helps