Adding an open element, pod filter like a K&N on the intake will not add you much power (maybe 1 BHP), but will get you more noise
. Having a full Cold Air Intake kit might gain you a little more BHP. Fahad did a before-and-after on a K&N Typhoon Cold Air Intake kit on his brother's 2.4 a couple years back and it got about 8BHP or so. But that's on the 2.4. You're talking about a 2.0 which is about 40BHP down on the 2.4, so I don't know if the increase would be the same, or even similar.
Exhaust will always help the engine breathe a little better, thus releasing a few horses, but probably won't be big gains. Nothing you'd notice unless you're on a dyno.
But if I'm honest mate, the 2.0 is not a very powerful engine. It's a superb engine for a daily driver, family car. It's very reliable and delivers the power it has well. But even if you run a cold air intake, custom 2.5" exhaust and remap, you won't see much power gain because of the kind of engine it is (Naturally aspirated, built for economy). It's not the same engine from the 2.0 Euro R, so don't expect to easily get it up to 200+ BHP with a few bolt on mods. What you can improve is the power curve and make more noise which will make the car a more engaging drive, but if you focus on the BHP numbers, you're going to be very disappointed. I've done cold air intake, exhaust and ECU remap on my 2.4 and have no idea what horsepower my car has. Moreover, I don't care. The car feels like it has more grunt, is a very engaging drive and sounds lovely.
What's perhaps more important however is handling. Don't underestimate what a brilliant chassis the Accord has. A remap (if you can find one for a 2.0), cold air intake and custom exhaust will probably cost you the same as a set of coil overs. Get the car on coil overs. It'll get you the most performance gains for your money in my opinion. The only issue is you can't measure coil overs performance gains in BHP
.