You can gain quite a bit if you reprogram the PCM, which means a flasher. Those are not cheap, but they do help a bunch. They do as much as any of the other little things, they actually make the most of the other stuff. So if the budget permits, plan for a tuner and programming after the other stuff.
In that case a larger exhaust is better than a mild exhaust. You read all the time about the "best" size of (name a part) in the exhaust. All of that is crap if the combinations are really tuned, PCM programmed for the exhaust. The programming needs to change for big changes, and the exhaust is a huge restriction for all vehicles. If you don't do programming, than don't buy nice big exhaust parts, the PCM can't take advantage of them. If you do the programming, always selec the largest exhaust that will physically fit. The headers need to be sized for the engine, sized/tuned for the flow of the heads. That sizing matters, but after headers, it's all restriction. All restrictions past the headers cost power, at all rpm's. That is why straight pipes always make more power, when tuned. Regards,
91 Mark VII LSC SE, Griggs and MM suspension soon
98 Mountaineer, A4WD, Big brakes - 12.75" x 1.25" rotors