No, you can only choose only from 2001-2003 for any kind of replacement grille. 2004-05 had some changes that won't allow direct bolt on replacement. For your 2001, there's the 2003 sport grille you can choose which was the grille used in the 2003 Rav4 S. Or you can go aftermarket and buy a mesh grille like this:
http://store1.yimg.com/I/lexusparts_1840_31812421
As for exhausts, in the US the only officially released exhaust system was the Tanabe Racing Medallion exhaust. I could be wrong, but I've never heard of another company making one for the Rav here in the US. I thbink Australia had another company make a direct bolt on twin pipe exhaust but I forget the name. THe Tanabe exhaust has long been discontinued and costs aorund $400 so you'd be hardpressed to find one. But like others, you could just get a good muffler shop to custome build you an exhaust if you really want to change it.
Intakes, again, there's been no aftermarket CAI done for the Rav. There's only the short ram intakes done by Weapon R that ranges from the Hyper, Dragon, and Secret Weapon(their newest) intakes. I've gotten the Secret Weapon intake but have yet to install it.
Side steps, you could go with the factory originals. Look around Ebay or some members who might want to sell them. If you want new, you can look at Waag, Manik, GoRhino, or Cobra for them. There are others, but those are the only ones I recall at this time.