His suggestion isn't to far off base. For every 20 lbs removed from the vehicle you will gain 1 hp. Obviously, nobody wants to rip apart a new Denali to achieve this but removing your third row, spare tire, keeping the gas low (1 gallon weighs approximately 8 lbs), removing any clutter, lightweight wheels, aftermarket exhaust, ect, ect are all ways to improve your power to weight ratio.
The CAI and exhaust should help you, but to get a nearly 6K lb SUV in the 5's will take more then your average bolt ons. I suggest a call to Lingenfelter.