I have a 94 Saturn SL2 what all could i buy to make it faster i already have a cold air intake and dc headers and exhaust

Nothing.

umm... you could buy a turbo saturn motor aka cobalt motor that might make it a lil faster

Well, here's the first thing I found about modding saturns when I searched Google, the website is www.differentracing.com this should give you some ideas to start (according to the site this 1991 sl2 managed a quarter mile in 12.407 at 102 on nos, but it might do reasonably well without the ricer juice):
Powertrain:

1995 Saturn Block bored 0.020"
Crower Forged Connecting Rods
JE Pistons 8.5:1 Forged Pistons
1999 8-counterweight Saturn crank
Mid-Penn Motorsports Ported and Polished DOHC head
Saturn flat-faced valves
Fel-Pro Viton valve guide seals
Stock Saturn cams
Stock Saturn head gasket
Garrett T3/T4 turbo
Turbosaturns.net Turbo Manifold
Tial external Wastegate
Greddy Type-R Race blow off valve
Different Racing custom turbo piping
QWKSL2 Intercooler
QWKSL2 Intake Manifold
GM LS1 78mm Throttle Body
75-lb Fuel Injectors
Different Racing custom fuel rail
Aeromotive fuel pressure regulator
Aeromotive 600 lb/hr fuel pump
5-gallon fuel cell
4-core aluminum radiator
MSD 8.5mm Spark Plug Wires
MSD DIS-2 Programmable Ignition
Jegs Ignition Coils
AC Delco Rapidfire spark plugs
Custom Car Grills.com Underdrive Pulley's
Prothane polyurethane Torque Reaction Engine Mounts
'1st Design' MP2 manual transmission
Stock flywheel
ACT Xtreme pressure plate
ACT 4-pad Xtreme clutch disc
Nitrous Express single fogger wet nitrous setup
Haltech Standalone Engine Management System

Suspension:

15" x 8" Bogart Pro 4 drag wheels in front
15" x 3.5" Bogart Pro 4 drag wheels in rear
22" x 8" x 15" Mickey Thompson ET Drag slicks in front
22.5" x 5" x 15" Mickey Thompson ET Front wheels in rear
Custom coilovers for front and rear
GM Performance 68mm wheel studs
EBC Green brake pads
Duralast brake rotors (with rear disc conversion)
Goodridge G-Stop stainless steel braided brake lines

Interior:

Completely Gutted
Different Racing custom gauge cluster with Auto Meter Ultra-Lite gauges
AEM Wideband O2 sensor
Different Racing custom switch panel
Speedway Motors quick release steering wheel hub
Kirkey Aluminum Drag Race seat
G-Force Racing Gear 5-point camlock drag racing harness
Coyote Performance Fabrication NHRA-approved Roll Cage

Exterior:

Polycarbonate (Lexan) windows
Saturn yellow paint
Xotic Colours Chameleon flames
'Space Scene' mural on hood
Shaved door handles
Chrome and black Saturn emblems

so in otherwords.. a ass load of money for measily 12's

well, yeah, but hey, I was just trying to answer the poor guy's question. I mean, just cause he has a saturn doesn't mean we can't help him while we pity him. Just kidding 94 saturn, but Five0 has a point. You'd be better off getting a better car to start with.

What would be a good car to start off that I could buy if I sold my car

well, to start with the money you'd get from the saturn sale your best bet would definitely be a honda civic or crx. If you have more money than that to start with you could look at mitsubishis, or toyotas (personally I love the older corollas and MR2s with the 4ag engine, which can be built quite well), or even into some kind of domestic (I prefer older muscle that is easier to do the wrench work by oneself, but if you don't have the time it's not a good idea so I don't do it myself). This sure ain't the end all list, so hopefully someone else will come on with some recommendations that my tired brain has missed.

you wanna make a saturn faster? do yourself a favor save some money sell it and buy sometihng with more potential (assuming you're on a tight budget) you're not gonna make a saturn fast for cheap