Most turbo mufflers are just junk that are made to just make more noise without improving flow at all.... heck, most "turbo" mufflers actually restrict exhaust flow even.... Many aftermarket performance mufflers do improve exhaust flow. Borla makes good mufflers, but you won't see much out of just a muffler. If you added headers, high flow cat, full exhaust, throttle body improvement, good intake system..... they start having a cumulative effect. A different cam and a little machining on the head, then you start seeing some cool stuff happen.
I picked up a KKM intake because I was tired of arguing with people who insist an air filter adds eleventy bazillion horsepower..... Waste of money... I have been switching it back and forth with my stock filter box and making a few long drives to gauge fuel economy increase.... I see about .2 mpg with the KKM. Throttle response? Well, the throttle does the same thing it did before... when I press the noise pedal, the truck goes faster.... Anyone who ever mentions throttle response when talking about an air filter is clearly retarded. Horsepower? Well.... I will dyno it this summer if I can still get dyno time... I expect to see between 3 and 5 horsepower somewhere above 3000 rpms.... Peak might move north a hundred RPMs, but I doubt I will see much more than 1 or 2 horsepower improvement at peak. Driving it, I am assuming the dyno results will be the same as any other car with a cold air intake. The real power of this intake would be supporting other modifications.
Plugs and wires? Well, they are good for a TON of horsepower and torque as well as a huge improvement in fuel economy.... if you have bad plugs and wires in your vehicle.
The Jet chip... idk... I have never heard anything good about it.... most mail order chips aren't very good anyways. It is best to just get a blank chip and get to a dyno shop and get a custom tune. ~$500 and quite a bit of bang for your buck. Do it after you have done all of your other major modification.
You want some good modifications? Electric fan, even though the fan clutch mostly disconnects the fan when it is not needed, you will notice, it still is spinning some anyways.... there are small losses. I can't recall if there are any underdrive pulleys available for a first gen.... I would think there are. Honestly though... these engines aren't really capable of doing a lot stock or with just a couple bolt-ons... they are built for longevity and reliability. If you want more power in an explorer, get an SOHC.