I've done a few things to my 2.9L. Its a little better than stock, but still painfully slow especially uphill. The original heads cracked and put a hole in an exhaust valve, so my machine shop found a set of new aftermarket castings. Not the world products, but they seem better than stock. I opened up the lower intake to match the intake gaskets, which the heads already matched as cast. I ground down the injector humps in the intake and matched the upper and lower to the gasket. I am also running the larger 1986 throttle body and a K&N panel filter. I also performed the free floating rocker conversion and advanced the timing to 12 degrees.
I have a set of JBA headers, but have not installed them yet as I do not have a matching Y-pipe. I'll have to get one made. I am still running though the stock catalytic converter since I am in California as well. I have a 2.25" exhaust to a Borla muffler dumped before the axle.
I did try an electric fan from a supercoupe, but even with the 130amp alternator, as soon as the fan would kick on the engine would die from the increased load. I put the stock fan back on and didn't really notice much of a difference in performance. I was hoping to gain a little power and fuel economy, but having to drive with 2 feet and in constant fear of it dying and having to restart every few minutes, it had to go. I only kept it on for a day. I have a 180 thermostat and the engine always runs cool. I may revisit the electric fan later with a fan that draws less amps (OEM fans have crazy amp draw on start up, even with my Flex-a-lite thermostat starting at 60% power). As long as the truck was moving the fan never kicked on as the airflow was enough to keep the engine cool.
Probably the biggest improvement would be swapping from the A4LD to a manual trans, but since I have to deal with heavy traffic on a daily basis I'd rather keep the automatic. I'll be installing a shift kit and Sonax improvements soon. It also has 4.10 rear gears, which really helps off the line. Tires are ~26" tall, 225/55R16