I have to say it all depends on how much, if any, track time your car will see. I have a 99 cobra with a procharger. It is great for the track since it pulls hard in your useable power. If you rarely see the track, I would say a positive displacement s/c as it will be the most fun in the street. It makes power where our cars lack. The eaton swap is faily extensive with a ton of tracking down parts, but in the end isn't as expensive as a kb. The eaton is a lot less efficient blower on the other hand. If you don't have the money for a supercharger now, I would recommend intake, exhaust, and gears. If you go JLT, I would say ram air over cold air. I had the cold air which is a pain (removing inner wheel well to change filter), while the ram air does not really net any less gain, and is less expensive. I wouldn't worry about headers but a midpipe and catback would be great. Catted/offroad is your choice. I prefer catted but it comes down to preference. If you don't do a ton of highway driving, I would undoubtedly go with 4.30 rear gear. Definetly no less than 4.10's. They will be the best sotp mod you do. Anything you do (gears, supercharger, etc) will require you to get a handheld tuner. Just ask your local tuner what they use and buy that brand.
One last thing, if you do decide to go supercharged, do NOT get the SVT Focus fuel pump. Either go with the GT pump or better yet, spend the extra on the 03 Cobra tank and twin pumps.
If you have any questions feel free to shoot me a pm. I have been where you are now.