Yes,... you'll need to rejet, to get best performance from upgrades...
Just adding parts to increase breathing will gain nothing in power, and make you run lean.... you must account for the increase in breathing, with an increase in fuel flow...
Power has a price,.. it costs fuel...
Dynojet just complicates things,... if you're new to this, just bump up your stock jet sizes... much simpler...
The stock box K/N filter will breath better than a cone... (more surface area)...
... a cone is a cosmetic upgrade... (it may breath better than stock, but not as well as a K/N in the stock airbox)...
If the muffler you buy is too open,.. jetting will be tough... and you'll probably to go 3 or 4 steps larger... this will get you max HP, but at the cost of low-end torque... Torque is power that you feel...
... If you're going to a well baffled, but better breathing muffler,... it's likely that about two steps up will get you in the ball park, if your jetting is fairly good for your location, now...
Individual jets are only $5 or $6 bucks each, and a needle spacer washer is a dollar at Ace hardware (#4 nylon/teflon)...
See my tuning post for details...

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Serowbot's carb tuning tips for beginners...