In truth, if you're wanting more of a kick in the pants on the street then you might just look at regearing the truck. A lower ratio (higher numerical number) differential gear will net your drive peppier on the street more noticeably than any of the mods you mentioned.
Torque in the lower RPMs is more what makes your vehicle feel peppier on the street, not horsepower (at the higher RPMs) as much. This is an oversimplification as both are measured across the entire RPM range, but generally gets the point across. The lower gearing will give you a bit more mechanical advantage and give you more effective torque output at the wheels.
There are a couple cam options that will keep the low end torque for the street and add some horsepower on top, but you'll only feel the difference if you're revving your truck out regularly. If that's something you're interested in then the Richard Holdener recommendation is a good one. Pay close attention to the RPM range you usually drive in, and what RPM range his tests show power gains (and losses). As a general rule of thumb, you will barely notice any difference if any at all at less than a 20hp gain. For a noteworthy "seat of the pants" gain, you're looking for 30-40hp gains.
The 15-20hp gain estimates with tune, shorty headers, exhaust, are roughly accurate. Most will be on the lower end of that spectrum, and all the gain will be in the higher RPMs. On the street in your normal RPM range you will get 0-5hp gain (from the mechanical upgrades, talk about tune further down) due to the air flow demand being lower. Removing your catalytic converters or going to a "high flow" converter will net you zero gain. All modern catalytic converters are "high flow" since the mid-90s, and do not provide a noticable change until you get in the 600-700hp range. In fact, with aftermarket converters you may actually impede the exhaust flow due to the transition between the straight pipe and the new converter (again, a near immeasurable amount) not being as smooth as that to and from the factory catalytic converter, and creating turbulence in the exhaust system around those transitions.
Making notes on the tune specifically, you are not likely to unlock much extra horsepower from a mail order tune, but will notice some seat of the pants improvement for the same reason you will notice an improvement with a gearing change. The tuners generally change your transmission shift pattern to hold the truck in a higher RPM range making more effective use of the power at the trucks disposal. If you get a talented tuner to tune your truck in person, there are a few stray horsepower that can be unlocked.
So in summary, your most noteworthy return is probably going to be a gear change plus a tune. Remember if your truck is 4wd, you need to change the front differential gears at the same time.