The clicking sounds like you might have a cracked exhaust manifold. The 99-04 V6s are notorious for this. A lot of times you can just look through the engine bay and see the crack.
The headlight problem sounds like a possible short in the wiring. Don't know what to tell you there if you aren't used to working with electrical stuff. They can be a pain to chase down. You may be better off taking it somewhere to have it checked out.
As far as visual mods go, nothing makes a car look better than a nice clean set of rims and a drop.
As far as performance... well, performance is never cheap.
Maybe a set of gears though?