But won't the slip ons alone give a small boost in power.

 

the parts guys will sell you parts thats their job, the service dept is the ones that deal with your bike hands on. they also have to deal with your warrenty, they also have to deal with the moco. to make it easier on them to have to deal with any thing is to tell you no it wont help.
will all 3 changes help? you betchya it will

 

In theory you may have a slight increase. The reality of it is that you won't notice it. Those mufflers can only move the amount of air that the cleaner allows to enter the system. A restricted air cleaner won't let enough air in............

 

A real common performance combination is the Stage I Kit coupled with SE slipons (removed links cause they didn't work - go to HD accessories page and select the Screamin' Eagle category). You'll get a new EFI download along with this.

Any dealer should have no problem getting this done for you, and it will noticeably impact performance.

As others have yet, if you want to go to aftermarket slipons or full exhaust you are looking at some kind of EFI module addon like the PC III or a replacement EFI like the Thundermax. If you want to go this route and don't want to do the download yourself, check it out with your dealer first or try to find a dealer or indie shop that is more knowledgable about performance tuning.