alright, being that I've got a 95 as well... ill fill you in on what ive done.
First "performance" mod ever that i did was remove my air silencer. This doesnt really do much, but when i did it i was a n00b so obviously it gave me like "10 hp" lol. After that, I got myself some GT takoff dual exhaust. Good mod, gave me a lil extra HP, and sounded a helluvalot better. Exhaust also makes your car loook sexier. After that, I installed the underdrive pulley. I really felt this mod once i hit my powerband. Seemed like it made my car rev quite a bit faster and gave somewhere between 5-7HP. Next I bought my Cold Air Induction. This thing rocked, probably one of my favorite mods because it complimented with my exhaust so well. I loved it, gave my car better pick up and looks nice under the hood. After that I went with gears. I decided to go with 4.10s in my automatic and threw in the traction lok along with it. WHAT A FREAKIN AMAZING MOD. Accelleration is outstanding, burnouts are sweet... and i just love the way it woke my car up. After that mod, i got myself a fordchip. This firmed up my shifts a lot, and removed my governor (youll need that done if you get gears). Now, im waiting for my nitrous kit to come in the mail
If you have any questions beyond that... lemme know.