Most of the info on CDIs isn't really relevant anymore for the most part. There used to be big gains to be had by swapping over to a Jaguar CDI but that was mostly due to poor magnet positioning from the factory. For 99% of people, the stock CDI is more than good enough.
You can do mods like a high compression head, pipe, etc all seperate without issues. Every time you change something on the engine, you will need to adjust the carburetor to compensate. All an engine is is an air-pump, it pumps air from one side to the other. How much power you get depends on how much air/fuel you can pump from one side to the other. Any time you increase the amount of air (better pipe, better intake) that can flow, you must increase the amount of fuel to compensate. Small changes like going from a stock pipe to a cheapie expansion chamber (banana CDH66) should only require a small change, usually just adjusting the needle clip position. Larger changes like a stock pipe to an MZ65 or better, or a cheap pipe + better intake typically require also changing the jet to a larger size.
Basically you can run any bolt-on on its own for a minimal gain, or if you mix several bolt-ons their gains will play off of each other for a greater gain than either item would give on its own.
If you just bolt on the pipe and don't adjust the carb, you may see an overall loss of power since your throwing off the optimal air-fuel ratio.
Overall, if you want to keep the same low end grunt and gain some top speed you're kind of stuck doing a good pipe + head + carb tune + sprocket. If you want some more top speed but lose your low end do just the sprocket or do just the bolt ons but not both. Without spending a fair bit of money you won't be able to get both more low end grunt and more top end speed, that is the curse of a 2 stroke engine.