ok lets do your questions one at a time.
I read your post in the other thread, you fucked up a perfectly good MAF..... get a new one. the mod you made will make it run rich and foul the plugs and you didn't gain anything except some growl ...... ASS Dyno is not accurate an often wrong.
you won't need a chip or a tuner. with a properly working MAF. your stock computer and injectors are quite capable. I would only use a chip on an automatic, and that is only so I could change the shift points.
port matching is fine, but, the money is better spent else where, like building a tri-y header and port matching the exhaust.
you only need higher energy coil packs when spinning at 9000 rpms. I would recommend 8mm wires (more efficient) and I personally like Bosh platinums (no particular reason, I just like them.). again, MSD is not needed unless you plan on spinning the engine beyond the capabilities of the computer.
A larger TB is a good idea but I don't know what would be a good 1, 4cyl is not really my thing.
4.10's are your best mod. you will get the most gain for the dollar buy using the 4.10's. easiest/cheapest way to do that is find an axle that already has them.
don't buy a cold air kit. all this will do is show your friends how much money you have to waste. your truck already draws cold air and the stock intake tube is sufficient to make low end grunt with the cam you already have.
The only reason I am telling you to stay with your cam is because it is already a capable cam for your engine. I don't know what the valve geometry is on your engine but maybe some 1.6:1 or 1.7:1 rockers could open it up a little bit. However, check with the ford SVO tech support hotline to find out if you already have these.
wrapping your header is a good idea. I use plate between the intake and exhaust on my toyota and it works just as well (got the idea from the heat shield used between the carb and engine on the 460 I had in my F-250), But header tape would be better for other reasons (like keeping heat away from the master cylinder and clutch master)
you would know if your cat was plugged, it smells like rotten eggs and backfires and misfires alot when the engine is under a load. the stock cat is already high flow.
your muffler choice is fine.
Remember what your goal is, those drag guys have a different goal and think the more HP the better, you want torque in a daily driver.
stay away from any mod that has you add a resistor to any sensor....... just makes you run rich and it cause problems later.
Hope this helps.
I agree with DaveR, super charger or a turbo is the best way to go. I only went into the cheap stuff.