Welcome from a fellow '00 Sport owner. Outside of Explorer Express mentioned above, and the two Superchips tuning sponsors of the site (Bamachips and Hypnotic Illusions), I've modded my Ex with a lot of help from eBay (deals can be had on exhaust there, including Flowmaster). In addition to the exhaust, consider an intake and tie them together with chip/flasher. Those are three very noticeable performance mods. Also, the Explorer Express rear swaybar is superb.
This site has a LOT of good resources. Many of the questions have been asked a zillion times. Look up and to the right a bit. There is a very useful SEARCH function that helps you scour the archives and avoid asking the questions that get asked all the time (and hence ignored by regulars).
Enjoy the site. Post a pic of your Ex!