K&N filter, but you'll get nothing much really except a smidge more noise. And this is 3 years of air induction design talkin'.
Best invisible upgrades would be the lightest rims you could find and a light flywheel. I kid you not.
Always, you'll need a 'chip' or remap if you modify beyond this. Always fill your car completely full of the highest octane fuel you can find - Shell Optimax (or whatever it's called nowadays) was once independently tested at 102 octane. If you can remap to advance ignition to suit, you'll gain power.
Biggest straightforward gain: custom exhaust manifold - one that 'looks' stock but is 10% bigger bore, etc. Same for the rest of the exhaust. Changing your intake system for something simpler or a cold intake kit won't do anything on a stock engine map, and usually will only harm the torque curve low down unless you change cams.
So, big money time, port your heads AND/OR camshafts and remap again.
If you used a slightly thinner set of head gaskets or (more properly) got your entire bottom end blueprinted/balanced, then you would raise your compression ratio a little, which works best with a cam change to suit. Ultimately, an overbore and stroker crank would be the limit of 'invisible' changes you could make.
If you get really good gains, you'll run out of injector capacity and/or fuel pump flow.
If you had a custom ECU and were cunning, you could install Nitrous Oxide. I've seen invisible installs before now.
None of these will overtly stress a gearbox/driveshafts in a FWD NA car. You'll find it difficult to get the V6 up to a real 250hp without superserious mods.
Best advice? Buy a Focus ST. A friend's had 245hp out of the box on Shell Optimax, and bags of torque. With an exhaust, filter and remap, he gained only another 10hp first time around, but midrange torque is immense - over 300lbfts. It hauls arse, I tell you. Intercooler is next. The stock Ford one is rubbish. And remaps are cheap because the Volvo 5-pot uses Bosch engine management. Chipping most other Ford ECUs is a pain.
My tuppence.