I would recomend a tuned ECU (but you'll void warranty)
Also K&N makes an intake kit but that wont add much power. Cat back exhaust is another thing you can look for, but again, not much power to be added from that. The intake and exhaust are really only good if your doing them together with other things like the ECU or forced induction.
As for turbo's and Supers, well Superchargers are cheaper and esier to maintain. They don't have lag and are ideal for larger displacement engines. Gas mileage shouldn't really be a concern. adding forced induction increases your actual compression ratio and therefor will mean you need higher octane gas. Not to mention there is only so much energy per gram of gas. It's a calculatable value. You can actually do math to find out how much potential HP there is in a gallon of gas. In order to make more HP you need to make the engine burn more gas, or burn the gas it has more efficiently. Typically engines burn it pretty efficiently so your going to be increasing flow. It's going to cost alot. You should start with the ECU because if you get forced induction you'll need to have a tuned ECU anyways.
Check out Jetperformance.com
or alternativly go to the Roush website. No1 knows Ford performance better.