Most of my work is on engine dynos, and is all on industrial and marine spec engines. The marine engines are the most applicable to automotive where they max about 5000rpm and industrial max at 3000rpm.
There are minimal performance changes up to 5psi of exhaust back pressure (measured before the first restriction with a special probe), and you don't get there until high exhaust flow. On the little 100hp 2.3l making peak power at 4600rpm with a 2" exhaust you might gain a HP or two with a nice exhaust but you aren't going to notice a huge improvement. When I first put my turbo engine in my truck I was actually running that Car Quest muffler and the stock 2.3 cat, about a year and a half ago I pulled that off and removed the cat (will replace it with a universal unit soon, I've driven it less than 5k miles since then) with 2.5" pipe and a Thrush welded muffler ($40 at Jegs) and the power didn't feel any different on the good ol butt dyno...
On my truck I have ran a few different systems in the last 12 years and 120K miles. Back when it was N/A I had the stock muffler, a $20 "Turbo" muffler, and a $25 Car Quest stock replacement muffler, I drove the CRAP out of the thing, shifting at 5000rpm, cruising at 2500-3000rpm and I was happy with the performance and all 3 mufflers gave the same performance.
On the intake side, I would skip the aftermarket cold air intakes as they generally suck in warm air near the exhaust side of the engine on these things. If you really want to see if there's anything to be had from a higher flowing intake system get yourself a vacuum gage ($15 from Harbor Freight) and mount it in the truck to a vacuum source (behind the throttle body). It will show 0 with the engine off, probably 20-22"Hg at idle. Driving down the highway downshift so the engine speed is at the horsepower peak (say 4500rpm, I don't remember what it is on your 2.5) and go to full throttle, the gage should show 0 again, if it's still negative then you either have a plugged filter or the stock system wasn't adequate to start with. If it's only 1"Hg you aren't missing much power wise.
On the oiled filter thing, you mainly gain in filter life not performance, and they can actually fight you on an engine with a mass airflow sensor as the oil droplets tend to come off the filter and skew the sensor which changes how it runs.
Spark plugs, not much power to be gained, different plugs mainly change the completeness of the burn, going from one plug to another might change performance 1%. There is plenty of spark energy being put out by the DIS system on your engine, I would go with a quality platinum plug (autolite is fine, with 8 of them they should last forever basically) with a quality wire, with plug wires any quality wire set should be fine. Basically you just want the wires to last as some of the cheap ones don't.