Headers are definately a good idea if you're getting the supercharger. I got my headers before the blower and lost low end torque but gained high end hp. I am positive though that they make a huge difference with forced induction. Catback is always a good idea, also. The stock cats do not need to be replaced, they flow as much as my JBA headers. Also about headers, the BBKs should be fine, but IMO the JBAs are of better quality. And get them ceramic coated, that is a must.
The BBK kit: the blower unit and manifold, TB relocating kit (including new intake tube), new fuel management unit that you install secondary to the factory one, a computer that you install secondary to the factory system, and most mounting hardware. Some minor mounting hardware is not included (misc tube clamps, a few hoses, computer mounting hardware). It also really helps to have a KN or KKM filter kit.
The kit does not come with a fuel pump. I upgraded my pump after I'd had the blower for about 3 weeks, you definately need a new one. I went with a Ford Lightning fuel pump because it is directly swappable into the Explorer tank, while the Mustang pumps need to be modified to fit into the X's tank. This pump is 105 or 110 lph, the supercharger needs (according to math by truckperformance.com, myself, and my mechanic) about 85 lph. The stock pump is 65 I believe?
I do not know how the bodylift will affect the SC. Pretty much as long as there is still clearance for all the kit components and the air filter gets plenty of air, you should be fine. Various lines and hoses may need to be extended though.
Oh, another thing, the placement of various kit components neccesitated the rerouting of 3 of my spark plug wires. Thus 3 of the wires on my engine are from a Thunderbird SC.
For more info, I suggest you search for "BBK" with the username "Alec" in the mods forum, and set it to the past year. It will pull up many threads about my SC, install and performance.
Good luck!