Honestly, an electric fan will probably net the most noticeable gain for pretty cheap, past that a larger throttle body, better flowing injectors, and new ignition components, with a good exhaust will definately improve the situation, if only by a little bit each time.
If you're itching to tear into the engine, a good balaance job, cam, lifters, flowvbemched head, and larger valves will net alot without much machine work. More machine work will give you a plethora of overbore choices, as the 2.5 shares internals with the 4.0, which has a huge Stroker following. An offset grind crank is probably the most radical you can get internally, as we are yet to find a definite Stroker crank for the little 4 banger (there is research being done, but no one knows for sure).
Externally, the most radical choices are turbo and super charging, both of which have been done a few times (search).