Congrats on the car!
I don't know how many cats there are on the newer Stangs but an off-road or hiflow hpipe would open up the exhaust a bit. Again, i'm not knowledgeable on the new GT's but I don't think the muffs are as restrictive in years past. Regardless, there are many catbacks to choose from for a nice tone. Definitely get gears. If it's a 5 speed you'll want 3:73's or 4.10's depending on your driving style. Steeda Tri-Ax shifters are used by many people on this board. They are apparently a little noisy but I haven't heard anyone have any problems with them. I have the B&M Ripper on my 96GT. Those will be a good start and give you good bang for the buck.
Brett
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66 Tahoe Turquoise Coupe
Laser Red 96GT Ragtop
30 Years & 30 inches apart in the driveway!