1. You could do a 4" or 5" turbo back exhaust, with or w/o muffler. If you live in an area that sees salt at all in the winter time, you could get the stainless steal, but if not, you can save some money by going with one of the budget systems that are being sold at great prices right now. If you go with a larger pipe, you will keep the EGTs down a bit.
2.There is a DIY intake that you can do for about $30-40, or one of the other after market types. Just stay away from K&Ns. LINK
3.Change your fuel filter every 10-15k miles depending on how hard you are on it.
4. I got a real good tranny cooler from DiscountPowerParts on the cheap. You might want to Call up Larry or Pat and they could fix you up with that. LINK
5.I like to stay with motorcraft
6.Ford has a fuel additive that is about $6 a bottle, and works as good as any of them. I think it treats upto 100 gallons.
7. Do guages before you start doing any type of power adders, and since you will be pulling alot, I would do them anyway. Boost and pyro is all you need.
8.You could get a manual torque converter lock up. There are also some other things for the trans, but I have not messed with them much, so I will let someone else handle that one.