Out of all the kits available, they seemed to have left the 05 out...for a full CAI.
Anyhow...of all the setups out there, I feel the best kit available for our Explorers of any year is the KKM. I have had 3 of these on different Explorers and all have worked great. I have one now on my current 05.
Of course, you will get a million opinions on this, but for the simplicity and functionality of the KKM, I just don't think they can be beat. They work exceptionally well when combined with a cat-back exhaust system.
You can find a lot of info on them and the other systems out there if you do a search here on this site.
Ken