woah, easy there, killer! you're all over the board with your questions! love the enthusiasm though :)
Exhaust: I haven't seen/heard the ss2r pipe, so I can't speak to its performance or sound - I do have a 2 bros racing pipe on my bike. not the carbon model, but i'm sure they sound similar. It is deeper and louder (like any non-stock exhaust).
The power difference from any exhaust swap will be minimal UNLESS you properly adjust the carbs, and put the bike on a dyno to see what's really working. You can get close by listening, and using the 'seat-o-pants-meter.'
honestly though, how much do you need that extra 6hp? if the ss2r doesn't look too terrible, i'd just keep it. your bike is 10 yrs old - unless that's the ONLY aesthetic blemish, save your money.
Gears: If you're looking to replace the rear sprocket and gain a little acceleration, do yourself a favor and replace both sprockets and the chain all at the same time. there's a reason they're sold in sets of 3 most places, and the big gear is the most expensive part anyway... a 520 chain is just stronger than stock. dropping a tooth in the front, and going up 1 or 2 in the rear is pretty common. with -1 +2, you should be able to keep the stock chain size as well. most sites will have a few brand-names for gears. you'll see which ones are popular.
(when changing gear ratios) There is no way to gain acceleration without lowering your top-speed. period.
This will also affect your gas mileage, because you'll be cruising at higher RPM.
Jets: re-jetting may not be necessary... larger jets feed the engine more gas, and (surprise!) will lower your mileage. As with the exhaust, the only way to fully exploit a re-jet is to have the bike properly tuned on a dyno.
based on the mods you asked about, it sounds like you're looking to improve performance. honestly, for the street, you don't need to. but if you're bent on it, some people like installing an ignition advancer. this won't actually add any power, but it moves the power down a little in the RPM band, where you'll get to use it more often.
beyond that, your best bet is to strip weight off the bike (and yourself). That'll improve acceleration more than anything.
'93 CBR F2 track slave
'97 EX-500 daily ride/makes the F2 feel faster than it is)
"track riding makes heroin addiction look like a mild craving for something salty."