Of all the mods, the Yoshi seemed to make the most noticeable power increase. I would say as much as a 10% power increase just from changing the muffler. I paid $350 CDN for mine, and I know http://www.denniskirk.com carries them becaues that’s where I originally found it.
The jet kit and air filter are more subtle power increases, but I have what I call ‘two stage’ power now. As you accelerate through the rev range, you can feel it kick (and by kick, I mean in a pretty mild GS500 sort of way) around 6000 rpm. I like it; it’s more sportbikey than before. Jet kit and filter were a bit under $200, but I had to order both straight from the manufacturer and got hosed by UPS for shipping.