Anything you do that modifies a part of the ski, if it is not a Yamaha approved and installed part, will void the warranty for that system.
Might look into a aftermarket impeller, and intake grate. Just the impeller will be a noticeable difference, and actually should be used in conjunction with any changes to increase hp.
I would use the ski for a bit, get it broken in good, and then decide if you really need the stuff, plus that way you will notice the changes better. I would also stay away from the through hull exhaust. That is strictly a racing setup, and the power difference will probably be minimal, and noise levels will be heavily increased.