The y-pipe "bolt on" systems aren't bad, they still offer better sound over stock, and some performance...I always found the magnaflow y-pipe system to be too high pitched, the rest seemed okay, though exhaust really is a personal preference.
I always like the look of the GT bumper and dual tips, but some just angle the tips under the stock bumper. But you have the pre 99 body style, before they made cutouts in the bumper, so you should be able to use your stock bumper.
Most consider an upgrade in throttle bodies isn't necessary until you have a power adder. At that point you usually need more air flow along with larger injectors. The cost of the t/b isn't offset by any serious power gains with a stock engine, so personally I'd wait, and the largest mm t/b isn't always the best, keep that in mind as well.
You can install the exhaust, CAI, and pulleys on the car and not require a tune. However, once they are installed, a tune will make them more effective.
Gears are probably one of the best mods we can do. Common saying is 3.73's for manuals, 4.10's for autos...but if you're an auto and do a lot of highway driving, you might not want the taller gears, so it's based on your driving situation.
Along with gears, I'd get a tlok, it'll help with traction and allow 2 wheel burnouts
After installing the gears/tlok, you can get the speedo tooth gear to correct the speedometer. Luckily, you don't need
a tuner to change the speedo, but the tooth gear might not be as accurate as a flash tune. I would still recommend a tuner after the bolt ons and gears though, it will wake your mustang up...really help if you're an auto.