Some common, well-proven mods: (I posted typical gains for a near stock car w/o a blower for you)
High-flo catback - (0 - 10 hp): Depends on which one you choose. Some will gain by themselves, some will not. SLP is a good choice if you want hp gains for example, but it will be loud.
MId pipe -(10 - 15 hp): Even a a good quality catted X pipe will see gains like this.
Gears: You will not see a hp gain by changing gears, but you will improve the cars performance greatly. In fact, you will loose a few hp on a dyno. Most guys have 4.10's. Adding gears like 4.10's will improve the performance of the car about the same as adding 40 hp. They cost about $500 for parts and installation.
Plenum/Thriottle Body: Great, proven mod. You will get 10 hp and the car will breath better at higher rpms. Improves throttle response too. They cost about $400 for both.
Here is a link to one option:
http://www.mustangtuning.com/sct-xcalibrator-2.html
This is an Accufab setup. Probably the best and most pricey option. There are others.
Programmer/chip: Most gains for these things are about 8 - 10. They really are not worth the money IMO, just for the gains. But they can improve drivability and some/most can read diagnostic codes. If you have an automatic (I did not notice) they have added benefits of allowing the car to shift firmer etc.. If you plan on modding the car more down the road, then buying one now is probably a great idea because they can gorw with the car. Stick with Diablo or SCT. I prefer SCT. SCT has a new device on the market called SCT XCalibrator2. I would strongly suggest one of these.
Here is a link to a site that sells them:
http://www.mustangtuning.com/sct-xcalibrator-2.html
This thing is really cutting edge and includes data logging abilities.
There are many more mods you can do, but these are the simpler ones that get results.