Not at all. All of those mods can easily be gotten for the early '99. But it won't stop there. Once you get the modding bug, you begin to see what is supported and what's not. One of the biggest limitations is the turbo upgrades. Basically the only drop in aftermarket turbo for the early '99 is Bean's D66. After that, you basically have to upgrade to the later style up pipes, intake manifold, and a few other things to install a different turbo. But if you have a lot of $$$ it's no problem.
For what you want to do, here's what I'd do:
1. Air: DIY Tymer ($40)
Ford AIS (~$198) absolutely the best filtration possible. It flows better over stock.
2. Exhaust: MKO (ebay), MBRP, or Farmboys. All are very reasonably priced.
3. Chip: Either a DP Tuner or Tony Wildman. I have DP and it totally woke up my early '99. It's like a whole new truck. I've never run the Wildman chip but those that do love it.
Chris