Yep, here are basically your options:
Stage 1 Software
Stage 2 Software, Dinan CAI
Stage 2 Software, AFE CAI
Stage 3 Software, Dinan CAI, Dinan TB
Stage 3 Software, AFE CAI, Dinan TB
Obviously, going with the AFE CAI is the cheaper route. I like the Dinan Pedals, I think they look good.
I agree with Tom, you might as well do all of them. I am planning on doing the Dinan Exhaust later on.