Fitler
I bought Motorcraft filter # FT-160 (6l2z-7a098-aa) and it does not come with a gasket. Can be bought for under 15 bucks.
Now I can't 100% confirm that it is the correct filter as I have not had the pan off. It is confusing as what is the right filter or even if the filter can be changed, but I have an early year 2006, so I hope its the correct filter.
The shop manual does state that the gasket is reusable (silicone?) and I know that some Fords trans do/did come with reusable gasket, so as long as you don't tear it, you won't need one.
I also bought the filler plug (just to see what the h#ll it looked like) and a new pan as I want to put in a drain plug. But the pan is very shallow, so I'm not sure yet where the plug will go without interfering with any of the internals.
But I also have an extended warranty, so I plan on the dealer doing the first change (including filter) and I will do any thereafter when the warranty runs out. Hopefully by then, others have done there own fluid change and can provide more info. There really seems to be little or no info out there for the do-it-yourself people.
Hope this info is of use to anyone.