I have posted this elsewhere, but will post it here as well.
Stage 1 upgrade is 3 basic things - new pipes for more airflow out, new intake for more airflow in, carb/EFI changes in some form to manage that new airflow.
I am sure doing a search of Glider's posts will get you a much better explanation, but here is the short and sweet of it.
The only item in that list that works well by itself is the carb/EFI change. You can gain some power and make the bike run better with that change alone, but not much without the other two.
Pipes and intake and not a good move without the carb/EFI change. The reason...
The intake will move more air into the chamber. Your HD came from the factory already set to run really lean. Since the Air-Fuel (AF) mix might now be even leaner you could really overheat the engine. Worst case is the oil gets so hot all the lubricants burn off and the engine seizes, best case is the bike adjusts the AF mix and you gain little if anything. Swap the pipes and you have the same issue at the back end of the bike. Backpressure and airflow are both affected by the pipes, and your bike is currently adjusted for those stock pipes.
So if you can only buy one item make it a TFI, add an autotuner to it for even better results. Then you can swap the others at your leisure.
Your mileage may vary, and guys with more experience may shoot me down. However, I have seen guys on sport bikes when I was much younger and dealing with only jets and carbs blow a perfectly good engine by adding parts with no other adjustments. The newer bikes may be less sensitive to those mods, but I am not doing any of my Stage 1 until I can do all three parts at once.
Good luck.