Yes, a CAI and tuner will really wake-up your ride. As for exhaust changes and sound, I suggest that you check out YouTube. There are a number of different videos with different combinations of cat-back, off-road and catted "X" and "H" pipes, headers, ect. Also, American Muscle has a number of videos comparing a stock 2005-2009 with a number of their exhaust offerings.
And then later, there are the myriad of suspension, wheel/tire, and of course "Bling" mods to help you stimulate the economy.
Congrats on your new ride. Post some pics so we can all watch it as it evolves into YOUR Mustang.