Advice
 

What early mod's do you suggest for my 95 gt? Also, whats the best short shifter for my car?

Well, the cobra R uses the B&M shifter, that tells me something. Gears, h/x pipe, K&N air filter, maybe underdrive pulleys, mufflers..

I really suggest a real good tune up. Good plugs(I like the ugroove Accels), a hot coil(Accel), and some good 8mm(or better) plug wires.. those were my first upgrades(along with the K&N, that should be the very first thing).

PRO 5.0!!! I've had both and the PRO 5.0 is higher quality, beefier, and shifts ALOT better.

Here's what I would do. You didn't say if it was a 5-speed or a auto so I made a list for both as they are a little different. The mods are in the order I would perform them

5-speed:
remove air intake silencer(free)
K&N filter
2 1/2 cat-back
3.73 gears
off road H-pipe
pro 5.0 shifter
sub-frame connectors
larger mass-air and throdel body(but not too big)
headers

Auto:
remove air intake silencer(free)
K&N filter
2 1/2 cat-back
4.11 gears
shift-kit(a good one from Trans-go or Lentech. B&M SUCKS!!!)
off road H-pipe
subframe connectors
2800-3000 stall converter
larger mass-air and throdel body(but not too big)
headers

BTW in my opinion Pro 5.0 and the Steada Tri-Ax are very good, with the edge going to the Pro 5.0.