Headers and a flash tuner will yield you the most performance gain but since you are planning on doing the rest anyways, I would suggest getting a good aftermarket intake, an optimized MAF and even a mustang throttle body
4.10 gears will give a little bit more "oomph" on takeoff but 4.56 may be too high unless you're planning a bigger tire
Plugs, wires and filters are all maintenance parts but going aftermarket such as magnecore wires and screaming demon coil pack isn't a bad upgrade
Stick with motorcraft oem plugs - they yield the best overall result based on a lot of member's experience
Since you are in Cali, make sure all the exhaust changes you're planning are going to pass inspection - I believe (but not 100% sure) that the TMH are carb certified but running catless may be an issue
There are forum members that sell tuners like SCT. One of them even provides custom tunes for your vehicle. Just do all your "performance" mods and then let him know what you have in your vehicle and he will provide up to 3 custom tunes --- 87 octane, for towing, 91 oct gas, etc. These custom tunes are "programmed" into a handheld device that you simply connect and update yourself.
Hopefully cost is not an issue for you. Regearing would cost around $400/axle; headers about $500 (unless you want the fancier ceramic coated), a tuner about another $400. I would love to do all these but I have to keep reminding myself that the current book value of my 2nd Gen is far less than the cost of all these goodies.
Oh, and lastly - we all think of going fast but we seldom consider stopping. Please consider a brake upgrade when you've upgraded your go-fast items.
Good luck and keep us posted
