Like the others have said, there's really no "cheap" way to make big gains in horsepower so be prepared to put a little in if you want to make power. I'd say start with the FSWerks stealth exhaust, CAI and race header (take it off when before you inspect cause it's not street legal, lol) with the flexpipe. Those should be your first mods, as opening up that exhaust and intake will give you a much better base to work on if you decide to do anything else. Plus too, if you went the turbo route, the gains seen there would noticably better compared to sticking with the constrictive stock stuff. Start with that first before you go any further because it will help you out in the long run when you do decide to get into the serious stuff.
If you can, I'd also recommend trying to find a local shop and dyno. The place I help out for charges $80 bucks for a run, not too much but prices can vary between shops. It's worth getting that baseline and being able to track progress. See how much an ecu tune would go for as well. The tough part is finding a place who has knowledge in Duratecs, as Honda shops will probably frown upon you in the Focus. It's unfortunate but I see it all the time. There's not a lot of domestic love around my area :(
After the exhaust and intake upgrades and you want to go further (that stuff will only give you 10-20 hp at the most), you need to decide whether or not you want to go turbo or N/A. Either way, some headwork will help you out a lot in either area. You won't see much of a gain in a stock engine as the Duratec already flows pretty decent out of the box but if you combine a higher flowing head with a turbo and a decent camshaft, you've got a winner. Then just upgrade your internals, valve springs and probably clutch. Concerning a flywheel, you won't see any noticeable horsepower gains but the lower inertia will help throttle and engine response
But for right now, start with the simple stuff and don't get carried away with the radical stuff. A better exhaust and intake builds the base for more serious upgrades down the road. Listen to 1turbofocus, he is Yoda regarding the Focus.
Just a poor college student dreaming of owning a ZX3.
"I'm not going to take this defeatist attitude and listen to all this crap any more from all these people who have nothing except doomsday to predict. "
- Carroll Shelby