Fit a decat (as has been mentioned sell the cat, you'd be mental to smash it up, it will more than pay for a decat). Consider a larger intercooler (not vital, but you'll notice the difference on a hot day) You can fit a panel filter, but the engine's not particularly strangled when it comes to the air intake, so it's not massively beneficial.

You don't have a particulate filter (DPF) so forget about that, and it's very worthwhile replacing the fuel filter (with a Ford one, not cheapy) before you do any work on the car.

Once you've done all that, get a good remap and you'll have a much quicker car!

Oh, and when your EGR-Intercooler hose splits (which it will) PM me as I sell silicone ones! )