If you're looking for "seat of the pants" increase, you're going to be disappointed.
You're not going to get anything close to the difference of the sprocket change that you did. The old saying goes something like "How much hp do you want? Well, how much do you have to spend?!" You could get as much as 100hp out of the lil V motor with a LOT of modification. However, you'd be a heckuva lot better off in the long run trading it in on a Z1000.
But, that's just my opinion. As for the exhaust and tuner, a lot of people do it and swear by it. Personally, I believe they swear by it because it has increased their level of "fun." Whether that fun was increased because of the knowledge that they farkled their nice new equipment or from perceived increase in power (read that as "seat of the pants" feel, not as just their fantasy) is debateable. To get a good "seat of the pants" increase you need something like 10-12% hp/torque increase. That's about 6-7hp. It's on the edge of reasonable to get 6hp from headers, slip-on, air filter, and FI tuner. That equates to about $800. Then a dyno tune will fine tune it all for about another $200. So you're looking at about $1000 for 6-7hp at most.You can get 15-20hp with new cams, ported head, bored out throttle body, milled cylinder deck (or possibly head), plus the $1000 worth of stuff above. All that will get you around 80-85hp and it will probably cost you $2000+. At this point, that Z1000 starts to look awful good! Then throw into the mix at the same price point as the Z1000, you can get an Aprilia Dorsoduro or Ducati 796 (hypermotard or monster) that are better bikes all around. At least until they break and you have to press that customer service button anyway!
Having said all that, it's just my "opinion" and we all know those are just like sphincters! You have already broken the mold here and gone a different direction than most folks. Bottom line is, do what makes ya happy and what is fun!
Edit: I forgot to say I bought a slip-on and LOVE it. But, I don't love it because it gave 5hp more (coz it didn't). I love it coz it changed the character of the bike and it no longer sounds like my wifes' Singer. I may install headers...and probably a tuner as well, but for different reasons than you. I may put the headers on just to say I did.
I probably will install a tuner to get rid of the lean stumble at minimal throttle settings below 3500rpm.