bolt on performance parts

i have made some bolton performance up grades to my 03
such as cat back exhaust k&n induction system  and was going to put on a granatelli mass flow air sensor all of which claim seat of the pants gains in horse power i have read on other forums and have been told that none of these upgrades will do any good unless i get it dyno'd and recalibrated, so i want to ask the people that know is this true???